+153.5%
FDX vs EFX
+80.5%
+73.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | +11.3% | +25.1% | -13.8% | +3.1% |
| 3M | -4.1% | +1.7% | -5.8% | -5.2% |
| 6M | +9.6% | +18.4% | -8.7% | +2.1% |
| YTD | +40.9% | -12.5% | +53.4% | +43.5% |
| 1Y | +53.0% | -8.1% | +61.1% | +53.1% |
| 3Y | +74.1% | +4.8% | +69.3% | +60.1% |
| 5Y | +75.1% | -30.1% | +105.2% | +82.7% |
| All | +153.5% | +80.5% | +73.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling