+60.8%
EWZ vs FDX
+155.6%
-94.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +1.3% | +0.5% | +0.9% | +1.1% |
| 30D | -26.2% | +9.5% | -35.7% | -28.6% |
| 3M | -8.6% | -1.3% | -7.3% | -8.6% |
| 6M | -17.0% | +5.5% | -22.6% | -19.3% |
| YTD | +2.2% | +38.9% | -36.7% | -10.6% |
| 1Y | +2.7% | +58.8% | -56.1% | -14.6% |
| 3Y | +18.2% | +71.1% | -52.9% | -8.6% |
| 5Y | +56.0% | +76.3% | -20.3% | +13.7% |
| 10Y | +60.8% | +153.4% | -92.6% | -13.2% |
| All | +60.8% | +155.6% | -94.8% | -13.2% |
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