+32.5%
EMR vs FDX
+53.6%
-21.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +2.7% |
| 7D | +2.1% | +0.2% | +2.0% | +2.1% |
| 30D | +4.8% | +9.3% | -4.5% | +0.3% |
| 3M | +7.5% | +0.5% | +7.0% | +7.0% |
| 6M | +20.9% | +5.3% | +15.5% | +16.0% |
| YTD | +29.2% | +38.6% | -9.4% | +7.0% |
| All | +32.5% | +53.6% | -21.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling