+52.3%
EWZ vs FDX
+77.4%
-25.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.6% | -2.1% | +2.6% | +1.0% |
| 30D | -25.5% | +10.4% | -35.9% | -26.9% |
| 3M | -4.5% | +0.5% | -5.0% | -4.8% |
| 6M | -15.3% | +6.5% | -21.8% | -16.6% |
| YTD | +3.1% | +40.2% | -37.2% | -3.9% |
| 1Y | +1.2% | +52.1% | -50.9% | -7.0% |
| 3Y | +19.3% | +72.8% | -53.6% | +4.9% |
| 5Y | +52.3% | +76.3% | -24.0% | +32.4% |
| All | +52.3% | +77.4% | -25.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling