+35.6%
EWZ vs FDX
+80.8%
-45.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +6.5% | -2.5% | +9.0% | +7.1% |
| 30D | +4.8% | +3.8% | +1.0% | +3.6% |
| 3M | +9.9% | -1.3% | +11.2% | +9.9% |
| 6M | +1.9% | +5.0% | -3.1% | -0.8% |
| YTD | +20.3% | +39.6% | -19.3% | +8.0% |
| 1Y | +35.6% | +81.1% | -45.5% | +16.7% |
| All | +35.6% | +80.8% | -45.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling