+81.2%
EWZ vs FDX
+185.1%
-103.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +7.4% |
| 30D | +4.8% | +3.8% | +1.0% | +3.2% |
| 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% | +5.3% |
| 1Y | +35.6% | +81.1% | -45.5% | +7.5% |
| 3Y | +43.4% | +63.0% | -19.6% | +13.0% |
| 5Y | +55.9% | +65.6% | -9.7% | +17.1% |
| All | +81.2% | +185.1% | -103.9% | -17.8% |
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