+65.5%
FDX vs EAT
+486.0%
-420.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.3% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +6.6% | +11.5% | -4.9% | +4.8% |
| 3M | -2.1% | -9.1% | +7.0% | -1.2% |
| 6M | +2.2% | +40.4% | -38.3% | -3.7% |
| YTD | +33.9% | +43.9% | -10.0% | +25.3% |
| 1Y | +50.2% | +101.9% | -51.7% | +34.1% |
| 3Y | +65.5% | +489.9% | -424.3% | +19.6% |
| All | +65.5% | +486.0% | -420.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling