+4,061.8%
FDX vs ECL
+14,227.3%
-10,165.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +9.9% | +6.6% | +3.3% | +6.7% |
| 3M | -1.9% | +9.6% | -11.5% | -6.1% |
| 6M | +6.1% | +21.6% | -15.5% | -3.6% |
| YTD | +38.8% | +16.9% | +21.9% | +28.4% |
| 1Y | +50.0% | +17.9% | +32.1% | +38.1% |
| 3Y | +71.0% | +76.5% | -5.4% | +28.4% |
| 5Y | +72.5% | +36.6% | +35.9% | +44.0% |
| 10Y | +153.1% | +193.2% | -40.1% | +45.5% |
| All | +4,061.8% | +14,227.3% | -10,165.5% | +715.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling