+6,438.2%
EW vs FDX
+1,171.4%
+5,266.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.3% |
| 30D | +1.0% | +3.8% | -2.8% | 0.0% |
| 3M | +2.8% | -1.3% | +4.1% | +2.8% |
| 6M | +5.5% | +5.0% | +0.5% | +3.4% |
| YTD | +5.5% | +39.6% | -34.2% | -4.5% |
| 1Y | +11.0% | +81.1% | -70.1% | -6.4% |
| 3Y | +17.7% | +63.0% | -45.3% | -0.9% |
| 5Y | -25.7% | +65.6% | -91.4% | -39.3% |
| 10Y | +132.8% | +183.4% | -50.6% | +54.8% |
| All | +6,438.2% | +1,171.4% | +5,266.8% | +2,711.0% |
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