+70.0%
FDX vs EL
-66.1%
+136.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | +6.6% | +16.5% | -9.9% | +2.6% |
| 3M | -2.1% | +29.2% | -31.2% | -8.5% |
| 6M | +2.2% | +27.9% | -25.7% | -4.8% |
| YTD | +33.9% | +6.2% | +27.7% | +28.8% |
| 1Y | +50.2% | +27.2% | +23.1% | +37.2% |
| 3Y | +65.5% | +3.2% | +62.3% | +49.2% |
| All | +70.0% | -66.1% | +136.2% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling