+277.4%
EMR vs FDX
+173.3%
+104.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.9% |
| 30D | -5.0% | -4.9% | -0.1% | -3.0% |
| 3M | +5.9% | -6.5% | +12.4% | +8.7% |
| 6M | +7.3% | +6.7% | +0.7% | +3.8% |
| YTD | +14.6% | +33.9% | -19.3% | +0.3% |
| 1Y | +15.6% | +72.2% | -56.5% | -9.5% |
| 3Y | +60.2% | +60.2% | -0.1% | +24.6% |
| 5Y | +65.8% | +62.9% | +2.9% | +22.8% |
| 10Y | +277.4% | +178.8% | +98.6% | +101.0% |
| All | +277.4% | +173.3% | +104.1% | +101.0% |
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