+156.3%
FDX vs EAT
+375.0%
-218.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.8% |
| 7D | +0.2% | -3.9% | +4.1% | +1.0% |
| 30D | +9.3% | +5.0% | +4.3% | +7.9% |
| 3M | +0.5% | -9.6% | +10.1% | +1.9% |
| 6M | +5.3% | +46.8% | -41.4% | -4.1% |
| YTD | +38.6% | +41.8% | -3.2% | +26.1% |
| 1Y | +53.5% | +98.3% | -44.8% | +29.6% |
| 3Y | +74.2% | +503.1% | -428.8% | +9.8% |
| 5Y | +75.3% | +356.7% | -281.4% | +12.2% |
| 10Y | +156.3% | +349.8% | -193.5% | +44.0% |
| All | +156.3% | +375.0% | -218.7% | +44.0% |
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