+65.8%
FDX vs EL
-31.7%
+97.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +3.8% | +19.8% | -16.0% | +0.2% |
| 3M | -1.3% | +25.7% | -27.0% | -5.6% |
| 6M | +5.0% | +5.4% | -0.4% | +3.2% |
| YTD | +39.6% | +0.2% | +39.4% | +37.3% |
| 1Y | +81.1% | +20.4% | +60.7% | +70.8% |
| All | +65.8% | -31.7% | +97.5% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling