+58.8%
FDX vs ECL
+20.7%
+38.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +9.5% | +8.6% | +0.9% | +5.1% |
| 3M | -1.3% | +7.9% | -9.2% | -5.0% |
| 6M | +5.5% | +21.0% | -15.5% | -5.4% |
| YTD | +38.9% | +17.5% | +21.4% | +25.8% |
| 1Y | +58.8% | +19.7% | +39.2% | +42.0% |
| All | +58.8% | +20.7% | +38.1% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling