+2,340.5%
EXC vs FDX
+4,233.7%
-1,893.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | -3.7% | +3.8% | -7.5% | -4.4% |
| 3M | -1.3% | -1.3% | 0.0% | -1.2% |
| 6M | -9.7% | +5.0% | -14.7% | -11.0% |
| YTD | +2.9% | +39.6% | -36.8% | -3.8% |
| 1Y | +4.4% | +81.1% | -76.7% | -7.1% |
| 3Y | +22.2% | +63.0% | -40.8% | +8.4% |
| 5Y | +46.7% | +65.6% | -18.9% | +26.8% |
| 10Y | +155.3% | +183.4% | -28.0% | +91.1% |
| All | +2,340.5% | +4,233.7% | -1,893.1% | +1,129.4% |
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 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