+155.7%
FDX vs ECL
+196.0%
-40.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -2.1% | -2.3% | +0.2% | -0.8% |
| 30D | +10.4% | +8.3% | +2.1% | +5.8% |
| 3M | +0.5% | +8.4% | -8.0% | -3.9% |
| 6M | +6.5% | +23.3% | -16.8% | -5.4% |
| YTD | +40.2% | +18.2% | +22.0% | +27.3% |
| 1Y | +52.1% | +18.8% | +33.3% | +37.6% |
| 3Y | +72.8% | +78.5% | -5.7% | +22.4% |
| 5Y | +76.3% | +40.1% | +36.2% | +40.5% |
| 10Y | +155.7% | +196.5% | -40.7% | +21.6% |
| All | +155.7% | +196.0% | -40.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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