+3,210.3%
FDX vs EME
+61,143.5%
-57,933.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -2.5% | +1.9% | -4.4% | -3.1% |
| 30D | +3.8% | -8.3% | +12.1% | +6.4% |
| 3M | -1.3% | -10.7% | +9.4% | +1.0% |
| 6M | +5.0% | +1.9% | +3.1% | +2.9% |
| YTD | +39.6% | +23.5% | +16.2% | +28.3% |
| 1Y | +81.1% | +18.0% | +63.2% | +66.6% |
| 3Y | +63.0% | +236.1% | -173.1% | +3.2% |
| 5Y | +65.6% | +527.9% | -462.3% | -15.4% |
| 10Y | +183.4% | +1,252.8% | -1,069.4% | +12.4% |
| All | +3,210.3% | +61,143.5% | -57,933.2% | +739.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling