+149.2%
FDX vs ES
+85.7%
+63.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | +6.6% | +7.1% | -0.4% | +4.6% |
| 3M | -2.1% | -1.9% | -0.1% | -1.6% |
| 6M | +2.2% | +4.4% | -2.2% | +0.7% |
| YTD | +33.9% | +7.3% | +26.6% | +30.8% |
| 1Y | +50.2% | +2.1% | +48.1% | +48.2% |
| 3Y | +65.5% | +41.8% | +23.7% | +46.9% |
| 5Y | +74.1% | +1.4% | +72.6% | +68.0% |
| All | +149.2% | +85.7% | +63.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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