+62.8%
FDX vs EME
+249.1%
-186.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -3.3% | +5.2% | -8.5% | -4.1% |
| 30D | -1.4% | -5.4% | +4.0% | -0.6% |
| 3M | -4.5% | -6.1% | +1.6% | -3.7% |
| 6M | +9.4% | +9.7% | -0.2% | +7.3% |
| YTD | +36.0% | +26.6% | +9.4% | +29.9% |
| 1Y | +75.5% | +24.6% | +50.9% | +66.5% |
| 3Y | +62.8% | +249.6% | -186.8% | +27.5% |
| All | +62.8% | +249.1% | -186.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling