+43.6%
EWZ vs FDX
+153.7%
-110.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.7% |
| 7D | -1.5% | -1.6% | +0.2% | -1.0% |
| 30D | -24.5% | +6.6% | -31.1% | -26.4% |
| 3M | -10.7% | -2.1% | -8.6% | -10.5% |
| 6M | -19.1% | +2.2% | -21.2% | -20.4% |
| YTD | +1.6% | +33.9% | -32.3% | -9.9% |
| 1Y | +4.3% | +50.2% | -45.9% | -11.5% |
| 3Y | +19.0% | +65.5% | -46.6% | -6.9% |
| 5Y | +57.7% | +74.1% | -16.4% | +15.1% |
| All | +43.6% | +153.7% | -110.1% | -14.0% |
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 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