+400.6%
FDX vs EMB
+126.0%
+274.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | -2.1% | -2.7% | +0.7% | +0.2% |
| 6M | +2.2% | -2.8% | +5.0% | +4.7% |
| YTD | +33.9% | -1.1% | +35.1% | +35.5% |
| 1Y | +50.2% | 0.0% | +50.2% | +50.7% |
| 3Y | +65.5% | +28.8% | +36.7% | +36.8% |
| 5Y | +74.1% | +6.0% | +68.1% | +66.3% |
| 10Y | +156.7% | +29.1% | +127.6% | +118.4% |
| All | +400.6% | +126.0% | +274.7% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling