+16.4%
EMR vs FDX
+74.0%
-57.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.9% |
| 7D | +3.1% | -3.3% | +6.4% | +4.7% |
| 30D | -3.5% | -1.4% | -2.1% | -3.0% |
| 3M | +9.8% | -4.5% | +14.3% | +12.0% |
| 6M | +10.8% | +9.4% | +1.4% | +3.2% |
| YTD | +15.9% | +36.0% | -20.1% | -0.6% |
| 1Y | +16.4% | +75.5% | -59.1% | -4.9% |
| All | +16.4% | +74.0% | -57.5% | -4.9% |
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 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