+50.3%
EWZ vs FDX
+160.0%
-109.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +0.7% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -25.1% | +9.3% | -34.4% | -27.6% |
| 3M | -7.7% | +0.5% | -8.2% | -8.3% |
| 6M | -15.8% | +5.3% | -21.2% | -18.1% |
| YTD | +3.6% | +38.6% | -35.0% | -9.2% |
| 1Y | +5.5% | +53.5% | -48.0% | -11.1% |
| 3Y | +22.1% | +74.2% | -52.1% | -6.2% |
| 5Y | +58.3% | +75.3% | -16.9% | +15.8% |
| 10Y | +50.3% | +156.3% | -106.0% | -12.9% |
| All | +50.3% | +160.0% | -109.7% | -12.9% |
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