+68.8%
FDX vs EFX
-33.0%
+101.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +1.2% |
| 7D | -2.5% | -8.6% | +6.1% | -0.2% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | -1.3% | +3.8% | -5.1% | -3.1% |
| 6M | +5.0% | -13.5% | +18.5% | +8.5% |
| YTD | +39.6% | -17.7% | +57.3% | +45.3% |
| 1Y | +81.1% | -25.6% | +106.7% | +93.9% |
| 3Y | +63.0% | -12.1% | +75.1% | +60.3% |
| All | +68.8% | -33.0% | +101.8% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling