+155.7%
FDX vs EL
+63.7%
+92.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | +10.4% | +12.3% | -1.9% | +6.3% |
| 3M | +0.5% | +28.4% | -27.9% | -8.1% |
| 6M | +6.5% | +36.7% | -30.3% | -5.2% |
| YTD | +40.2% | +8.4% | +31.9% | +32.0% |
| 1Y | +52.1% | +25.4% | +26.7% | +35.6% |
| 3Y | +72.8% | +3.4% | +69.4% | +52.5% |
| 5Y | +76.3% | -64.8% | +141.1% | +143.2% |
| 10Y | +155.7% | +63.0% | +92.8% | +99.3% |
| All | +155.7% | +63.7% | +92.1% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling