+303.5%
EWY vs FDX
+182.5%
+121.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | -3.3% | +3.2% | +1.0% |
| 30D | +7.3% | -4.5% | +11.8% | +8.8% |
| 3M | -5.1% | -7.3% | +2.2% | -2.8% |
| 6M | +42.1% | +7.5% | +34.5% | +38.4% |
| YTD | +94.1% | +35.1% | +59.0% | +75.9% |
| 1Y | +147.8% | +71.4% | +76.4% | +107.5% |
| 3Y | +222.9% | +60.8% | +162.1% | +166.8% |
| 5Y | +150.6% | +65.5% | +85.1% | +98.3% |
| All | +303.5% | +182.5% | +121.0% | +138.9% |
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 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