+3,912.1%
EMR vs FDX
+4,233.7%
-321.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -1.5% | -2.5% | +1.0% | -0.6% |
| 30D | -5.6% | +3.8% | -9.4% | -7.1% |
| 3M | +7.9% | -1.3% | +9.2% | +8.2% |
| 6M | +6.0% | +5.0% | +1.0% | +3.6% |
| YTD | +16.4% | +39.6% | -23.2% | +1.9% |
| 1Y | +16.6% | +81.1% | -64.5% | -8.0% |
| 3Y | +62.9% | +63.0% | -0.2% | +30.2% |
| 5Y | +60.1% | +65.6% | -5.5% | +22.5% |
| 10Y | +268.8% | +183.4% | +85.4% | +118.7% |
| All | +3,912.1% | +4,233.7% | -321.6% | +897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling