+349.8%
EWZ vs FDX
+1,037.0%
-687.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +2.0% |
| 7D | -1.5% | -1.6% | +0.2% | -0.8% |
| 30D | -24.5% | +6.6% | -31.1% | -27.0% |
| 3M | -10.7% | -2.1% | -8.6% | -10.5% |
| 6M | -19.1% | +2.2% | -21.2% | -20.9% |
| YTD | +1.6% | +33.9% | -32.3% | -13.7% |
| 1Y | +4.3% | +50.2% | -45.9% | -16.4% |
| 3Y | +19.0% | +65.5% | -46.6% | -14.5% |
| 5Y | +57.7% | +74.1% | -16.4% | +2.7% |
| 10Y | +51.3% | +156.7% | -105.4% | -28.5% |
| All | +349.8% | +1,037.0% | -687.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling