+52.2%
EW vs FDX
+64.2%
-12.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.7% |
| 7D | +11.0% | -1.6% | +12.7% | +11.2% |
| 30D | +19.1% | +6.6% | +12.5% | +17.9% |
| 3M | +14.4% | -2.1% | +16.4% | +14.6% |
| 6M | +22.8% | +2.2% | +20.6% | +22.1% |
| YTD | +19.8% | +33.9% | -14.1% | +14.1% |
| 1Y | +23.9% | +50.2% | -26.3% | +15.9% |
| 3Y | +52.2% | +65.5% | -13.3% | +31.9% |
| All | +52.2% | +64.2% | -12.0% | +31.9% |
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