+2,331.3%
FDX vs EL
+1,792.3%
+538.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.5% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | +6.6% | +16.5% | -9.9% | +1.0% |
| 3M | -2.1% | +29.2% | -31.2% | -11.2% |
| 6M | +2.2% | +27.9% | -25.7% | -7.7% |
| YTD | +33.9% | +6.2% | +27.7% | +26.2% |
| 1Y | +50.2% | +27.2% | +23.1% | +32.4% |
| 3Y | +65.5% | +3.2% | +62.3% | +46.2% |
| 5Y | +74.1% | -66.0% | +140.1% | +123.8% |
| 10Y | +156.7% | +58.3% | +98.3% | +84.0% |
| All | +2,331.3% | +1,792.3% | +538.9% | +682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling