+121.7%
EW vs FDX
+178.0%
-56.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.8% |
| 7D | -4.4% | -3.3% | -1.1% | -3.6% |
| 30D | -3.3% | -1.4% | -2.0% | -3.0% |
| 3M | +1.0% | -4.5% | +5.5% | +2.0% |
| 6M | +6.2% | +9.4% | -3.2% | +2.8% |
| YTD | +1.7% | +36.0% | -34.3% | -7.6% |
| 1Y | +8.1% | +75.5% | -67.4% | -8.8% |
| 3Y | +17.1% | +62.8% | -45.7% | -2.5% |
| 5Y | -29.4% | +64.4% | -93.8% | -43.0% |
| 10Y | +121.7% | +175.5% | -53.7% | +40.6% |
| All | +121.7% | +178.0% | -56.2% | +40.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling