+178.8%
FDX vs EME
+1,266.0%
-1,087.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.6% |
| 7D | -2.3% | +2.7% | -5.0% | -3.4% |
| 30D | -4.9% | -6.8% | +1.9% | -2.6% |
| 3M | -6.5% | -8.8% | +2.4% | -4.4% |
| 6M | +6.7% | +5.0% | +1.7% | +2.5% |
| YTD | +33.9% | +23.5% | +10.4% | +19.6% |
| 1Y | +72.2% | +21.3% | +50.9% | +51.8% |
| 3Y | +60.2% | +241.1% | -180.8% | -19.5% |
| 5Y | +62.9% | +549.2% | -486.2% | -43.7% |
| 10Y | +178.8% | +1,306.4% | -1,127.6% | -35.2% |
| All | +178.8% | +1,266.0% | -1,087.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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