+44.7%
EWZ vs FDX
+63.5%
-18.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +6.5% | -2.5% | +9.0% | +7.0% |
| 30D | +4.8% | +3.8% | +1.0% | +4.0% |
| 3M | +9.9% | -1.3% | +11.2% | +9.9% |
| 6M | +1.9% | +5.0% | -3.1% | +0.4% |
| YTD | +20.3% | +39.6% | -19.3% | +12.5% |
| 1Y | +35.6% | +81.1% | -45.5% | +21.1% |
| All | +44.7% | +63.5% | -18.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling