+130.7%
EEM vs FDX
+179.9%
-49.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +2.0% | -2.3% | +4.3% | +2.6% |
| 30D | +5.1% | -4.9% | +10.0% | +6.5% |
| 3M | +4.6% | -6.5% | +11.0% | +6.4% |
| 6M | +17.8% | +6.7% | +11.1% | +15.0% |
| YTD | +25.8% | +33.9% | -8.1% | +15.0% |
| 1Y | +36.4% | +72.2% | -35.8% | +15.8% |
| 3Y | +90.0% | +60.2% | +29.8% | +59.2% |
| 5Y | +46.6% | +62.9% | -16.4% | +18.4% |
| All | +130.7% | +179.9% | -49.3% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling