+40.4%
EXC vs FDX
+74.7%
-34.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.2% |
| 7D | +1.4% | +5.2% | -3.8% | +1.0% |
| 30D | +8.6% | +11.3% | -2.7% | +7.7% |
| 3M | +2.4% | -4.1% | +6.5% | +2.6% |
| 6M | +6.5% | +9.6% | -3.2% | +5.7% |
| YTD | +9.0% | +40.9% | -31.9% | +6.0% |
| 1Y | +4.6% | +53.0% | -48.4% | +0.9% |
| 3Y | +33.5% | +74.1% | -40.6% | +25.5% |
| All | +40.4% | +74.7% | -34.2% | +31.4% |
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