+4,087.3%
FDX vs EAT
+11,644.8%
-7,557.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +3.8% | +1.9% | +1.9% | +3.1% |
| 3M | -1.3% | +68.7% | -70.0% | -12.5% |
| 6M | +5.0% | +66.9% | -61.9% | -7.3% |
| YTD | +39.6% | +60.4% | -20.8% | +24.0% |
| 1Y | +81.1% | +44.0% | +37.1% | +63.3% |
| 3Y | +63.0% | +604.7% | -541.6% | -1.1% |
| 5Y | +65.6% | +347.0% | -281.4% | +6.2% |
| 10Y | +183.4% | +390.8% | -207.4% | +51.7% |
| All | +4,087.3% | +11,644.8% | -7,557.5% | +921.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling