+76.2%
FDX vs ECL
+38.6%
+37.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +5.2% | +2.9% | +2.3% | +3.7% |
| 30D | +11.3% | +7.5% | +3.8% | +7.4% |
| 3M | -4.1% | +12.2% | -16.4% | -9.5% |
| 6M | +9.6% | +24.6% | -14.9% | -2.3% |
| YTD | +40.9% | +18.8% | +22.1% | +28.6% |
| 1Y | +53.0% | +19.3% | +33.7% | +39.2% |
| 3Y | +74.1% | +78.2% | -4.1% | +26.4% |
| All | +76.2% | +38.6% | +37.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling