+65.8%
FDX vs ECL
+57.4%
+8.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.5% | -2.6% | +0.1% | -1.4% |
| 30D | +3.8% | -2.2% | +6.0% | +4.7% |
| 3M | -1.3% | +10.1% | -11.4% | -5.6% |
| 6M | +5.0% | -5.7% | +10.8% | +7.1% |
| YTD | +39.6% | +7.0% | +32.7% | +35.2% |
| 1Y | +81.1% | +2.7% | +78.5% | +77.8% |
| All | +65.8% | +57.4% | +8.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling