+74.9%
FDX vs EFX
-31.3%
+106.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.4% |
| 7D | -3.3% | -7.8% | +4.5% | -2.9% |
| 30D | -1.4% | -5.7% | +4.3% | -1.0% |
| 3M | -4.5% | +2.5% | -7.0% | -4.4% |
| 6M | +9.4% | -16.7% | +26.1% | +10.7% |
| YTD | +36.0% | -20.2% | +56.2% | +38.8% |
| All | +74.9% | -31.3% | +106.3% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling