+47.0%
EEM vs FDX
+63.0%
-16.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | +3.1% | -3.3% | +6.4% | +3.8% |
| 30D | +4.9% | -1.4% | +6.3% | +5.1% |
| 3M | +5.2% | -4.5% | +9.7% | +6.1% |
| 6M | +20.7% | +9.4% | +11.3% | +17.9% |
| YTD | +26.5% | +36.0% | -9.5% | +17.8% |
| 1Y | +37.8% | +75.5% | -37.7% | +21.5% |
| 3Y | +91.0% | +62.8% | +28.2% | +66.2% |
| 5Y | +47.0% | +64.4% | -17.4% | +20.9% |
| All | +47.0% | +63.0% | -16.0% | +20.9% |
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