+3,916.3%
FDX vs EFX
+6,869.2%
-2,952.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.0% |
| 7D | -1.6% | +2.7% | -4.3% | -2.6% |
| 30D | +6.6% | +33.1% | -26.5% | -4.0% |
| 3M | -2.1% | +8.2% | -10.2% | -5.4% |
| 6M | +2.2% | +10.2% | -8.0% | -3.1% |
| YTD | +33.9% | -11.8% | +45.8% | +35.6% |
| 1Y | +50.2% | -6.1% | +56.3% | +48.7% |
| 3Y | +65.5% | +7.5% | +58.0% | +51.3% |
| 5Y | +74.1% | -30.7% | +104.8% | +82.0% |
| 10Y | +156.7% | +68.7% | +88.0% | +85.0% |
| All | +3,916.3% | +6,869.2% | -2,952.9% | +908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling