+166.0%
EWY vs FDX
+73.6%
+92.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | -2.8% | -2.1% | -0.8% | -2.1% |
| 30D | -13.1% | +10.4% | -23.5% | -15.6% |
| 3M | -11.6% | +0.5% | -12.1% | -11.9% |
| 6M | -23.4% | +6.5% | -29.8% | -24.7% |
| YTD | +52.0% | +40.2% | +11.8% | +39.6% |
| 1Y | +58.6% | +52.1% | +6.5% | +43.0% |
| All | +166.0% | +73.6% | +92.4% | +120.9% |
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