+66.1%
FDX vs EFX
-10.5%
+76.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +0.8% |
| 7D | -2.5% | -8.6% | +6.1% | -0.7% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | -1.3% | +3.8% | -5.1% | -2.6% |
| 6M | +5.0% | -13.5% | +18.5% | +8.0% |
| YTD | +39.6% | -17.7% | +57.3% | +44.8% |
| 1Y | +81.1% | -25.6% | +106.7% | +92.3% |
| All | +66.1% | -10.5% | +76.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling