+3,014.5%
EQT vs FDX
+4,054.5%
-1,040.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | +1.0% | -4.9% | +5.9% | +2.2% |
| 3M | +4.0% | -6.5% | +10.5% | +5.4% |
| 6M | -11.7% | +6.7% | -18.3% | -13.8% |
| YTD | +2.8% | +33.9% | -31.1% | -5.3% |
| 1Y | +10.0% | +72.2% | -62.2% | -4.9% |
| 3Y | +34.1% | +60.2% | -26.1% | +14.6% |
| 5Y | +195.3% | +62.9% | +132.3% | +145.0% |
| 10Y | +51.6% | +178.8% | -127.2% | +5.7% |
| All | +3,014.5% | +4,054.5% | -1,040.0% | +1,487.2% |
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