+175.5%
FDX vs EAT
+373.3%
-197.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.9% |
| 7D | -3.3% | -4.9% | +1.6% | -2.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.4% |
| 3M | -4.5% | +52.2% | -56.8% | -13.1% |
| 6M | +9.4% | +65.0% | -55.6% | -2.7% |
| YTD | +36.0% | +55.0% | -19.0% | +22.1% |
| 1Y | +75.5% | +42.1% | +33.4% | +59.4% |
| 3Y | +62.8% | +614.7% | -551.9% | -0.9% |
| 5Y | +64.4% | +322.7% | -258.3% | +7.2% |
| 10Y | +175.5% | +382.0% | -206.6% | +55.8% |
| All | +175.5% | +373.3% | -197.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling