+156.3%
FDX vs EL
+63.1%
+93.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.6% |
| 7D | +0.2% | +8.0% | -7.8% | -2.2% |
| 30D | +9.3% | +15.4% | -6.1% | +4.3% |
| 3M | +0.5% | +28.5% | -28.0% | -8.1% |
| 6M | +5.3% | +32.2% | -26.9% | -5.2% |
| YTD | +38.6% | +9.2% | +29.4% | +30.1% |
| 1Y | +53.5% | +30.8% | +22.7% | +34.9% |
| 3Y | +74.2% | +3.7% | +70.5% | +53.8% |
| 5Y | +75.3% | -64.8% | +140.1% | +142.0% |
| 10Y | +156.3% | +60.0% | +96.2% | +103.2% |
| All | +156.3% | +63.1% | +93.2% | +103.2% |
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