+65.9%
EW vs FDX
+74.4%
-8.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +4.9% | +5.2% | -0.3% | +4.1% |
| 30D | +23.9% | +11.3% | +12.7% | +22.0% |
| 3M | +15.8% | -4.1% | +19.9% | +16.3% |
| 6M | +31.7% | +9.6% | +22.0% | +29.6% |
| YTD | +25.7% | +40.9% | -15.2% | +18.8% |
| 1Y | +24.4% | +53.0% | -28.6% | +16.2% |
| 3Y | +65.9% | +74.1% | -8.2% | +44.1% |
| All | +65.9% | +74.4% | -8.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling