+484.4%
FDX vs EFV
+249.8%
+234.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.2% |
| 7D | +0.2% | +1.7% | -1.6% | -1.2% |
| 30D | +9.3% | +3.4% | +5.9% | +6.4% |
| 3M | +0.5% | -1.7% | +2.2% | +1.9% |
| 6M | +5.3% | +6.4% | -1.1% | 0.0% |
| YTD | +38.6% | +16.3% | +22.3% | +22.2% |
| 1Y | +53.5% | +22.9% | +30.6% | +29.3% |
| 3Y | +74.2% | +92.8% | -18.6% | +0.9% |
| 5Y | +75.3% | +93.5% | -18.2% | +1.1% |
| 10Y | +156.3% | +162.1% | -5.9% | +17.6% |
| All | +484.4% | +249.8% | +234.6% | +112.0% |
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