+239.8%
EW vs FDX
+160.0%
+79.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.6% |
| 7D | +12.3% | +0.2% | +12.1% | +12.2% |
| 30D | +22.9% | +9.3% | +13.6% | +19.9% |
| 3M | +16.7% | +0.5% | +16.2% | +16.3% |
| 6M | +31.0% | +5.3% | +25.6% | +28.4% |
| YTD | +22.8% | +38.6% | -15.8% | +10.8% |
| 1Y | +25.6% | +53.5% | -28.0% | +10.0% |
| 3Y | +62.0% | +74.2% | -12.3% | +32.0% |
| 5Y | -12.8% | +75.3% | -88.0% | -30.9% |
| 10Y | +239.8% | +156.3% | +83.5% | +127.5% |
| All | +239.8% | +160.0% | +79.8% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling