+3,224.4%
FDX vs EME
+54,073.4%
-50,849.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | 0.0% |
| 7D | -2.1% | +4.3% | -6.4% | -3.4% |
| 30D | +10.4% | -14.4% | +24.8% | +15.1% |
| 3M | +0.5% | -18.3% | +18.8% | +5.7% |
| 6M | +6.5% | -28.3% | +34.8% | +15.5% |
| YTD | +40.2% | +9.2% | +31.0% | +32.5% |
| 1Y | +52.1% | +4.3% | +47.8% | +45.6% |
| 3Y | +72.8% | +218.6% | -145.8% | +10.4% |
| 5Y | +76.3% | +421.0% | -344.8% | -5.1% |
| 10Y | +155.7% | +928.3% | -772.6% | +9.1% |
| All | +3,224.4% | +54,073.4% | -50,849.0% | +767.9% |
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