+178.8%
FDX vs EFX
+38.5%
+140.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | -2.3% | -9.4% | +7.1% | +0.8% |
| 30D | -4.9% | -6.9% | +2.0% | -2.8% |
| 3M | -6.5% | +0.1% | -6.6% | -7.5% |
| 6M | +6.7% | -17.3% | +24.0% | +12.0% |
| YTD | +33.9% | -21.8% | +55.7% | +42.0% |
| 1Y | +72.2% | -32.5% | +104.7% | +91.6% |
| 3Y | +60.2% | -12.3% | +72.6% | +57.0% |
| 5Y | +62.9% | -36.6% | +99.6% | +75.5% |
| 10Y | +178.8% | +41.0% | +137.8% | +116.7% |
| All | +178.8% | +38.5% | +140.3% | +116.7% |
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