+147.7%
FDX vs EMB
+30.1%
+117.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +6.6% | +1.3% | +5.3% | +5.2% |
| 3M | -2.1% | -2.2% | +0.2% | +0.5% |
| 6M | +2.2% | -2.3% | +4.5% | +5.0% |
| YTD | +33.9% | -0.6% | +34.6% | +35.3% |
| 1Y | +50.2% | +0.5% | +49.8% | +50.0% |
| 3Y | +65.5% | +29.4% | +36.1% | +26.9% |
| 5Y | +74.1% | +6.5% | +67.6% | +65.8% |
| All | +147.7% | +30.1% | +117.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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