+50.1%
IEFA vs FDX
+62.9%
-12.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | -2.4% | -3.9% | +1.4% | -1.6% |
| 30D | -2.1% | -3.3% | +1.2% | -1.4% |
| 3M | +5.5% | -2.0% | +7.5% | +5.8% |
| 6M | +8.1% | +8.0% | +0.1% | +5.8% |
| YTD | +11.9% | +35.0% | -23.1% | +4.1% |
| 1Y | +18.1% | +73.7% | -55.6% | +3.7% |
| 3Y | +65.5% | +61.6% | +3.9% | +43.6% |
| 5Y | +50.1% | +65.4% | -15.3% | +23.3% |
| All | +50.1% | +62.9% | -12.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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