+280.3%
EMR vs FDX
+152.0%
+128.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.3% |
| 30D | +2.1% | +9.9% | -7.8% | -2.1% |
| 3M | +2.3% | -1.9% | +4.2% | +2.8% |
| 6M | +22.5% | +6.1% | +16.4% | +18.6% |
| YTD | +27.2% | +38.8% | -11.6% | +9.3% |
| 1Y | +28.0% | +50.0% | -22.0% | +6.4% |
| 3Y | +103.4% | +71.0% | +32.4% | +53.7% |
| 5Y | +88.2% | +72.5% | +15.7% | +36.0% |
| All | +280.3% | +152.0% | +128.3% | +97.3% |
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 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