+76.2%
FDX vs EME
+410.0%
-333.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +5.2% | +8.4% | -3.2% | +3.4% |
| 30D | +11.3% | -11.5% | +22.8% | +13.8% |
| 3M | -4.1% | -20.6% | +16.5% | +0.2% |
| 6M | +9.6% | -28.5% | +38.1% | +17.1% |
| YTD | +40.9% | +8.0% | +32.9% | +35.0% |
| 1Y | +53.0% | +6.8% | +46.3% | +46.9% |
| 3Y | +74.1% | +213.9% | -139.8% | +7.5% |
| All | +76.2% | +410.0% | -333.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling