+156.3%
FDX vs ECL
+205.6%
-49.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | +9.3% | +8.8% | +0.5% | +4.4% |
| 3M | +0.5% | +7.8% | -7.4% | -3.6% |
| 6M | +5.3% | +21.3% | -16.0% | -5.6% |
| YTD | +38.6% | +17.8% | +20.8% | +26.1% |
| 1Y | +53.5% | +21.1% | +32.5% | +37.5% |
| 3Y | +74.2% | +80.1% | -5.9% | +22.7% |
| 5Y | +75.3% | +40.5% | +34.8% | +39.4% |
| 10Y | +156.3% | +197.7% | -41.5% | +21.4% |
| All | +156.3% | +205.6% | -49.3% | +21.4% |
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