+81.1%
FDX vs EL
+14.8%
+66.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.9% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +3.8% | +19.8% | -16.0% | +1.7% |
| 3M | -1.3% | +25.7% | -27.0% | -3.8% |
| 6M | +5.0% | +5.4% | -0.4% | +3.7% |
| YTD | +39.6% | +0.2% | +39.4% | +37.5% |
| 1Y | +81.1% | +20.4% | +60.7% | +77.7% |
| All | +81.1% | +14.8% | +66.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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