+488.9%
FDX vs EFV
+258.8%
+230.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -2.5% | +1.5% | -4.0% | -3.7% |
| 30D | +3.8% | +1.7% | +2.1% | +2.3% |
| 3M | -1.3% | +8.6% | -9.9% | -7.8% |
| 6M | +5.0% | +11.7% | -6.7% | -4.2% |
| YTD | +39.6% | +19.3% | +20.4% | +20.5% |
| 1Y | +81.1% | +30.2% | +50.9% | +45.4% |
| 3Y | +63.0% | +91.6% | -28.5% | -5.2% |
| 5Y | +65.6% | +96.4% | -30.8% | -5.7% |
| 10Y | +183.4% | +166.5% | +16.9% | +28.2% |
| All | +488.9% | +258.8% | +230.0% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling