+175.5%
FDX vs ES
+85.1%
+90.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -3.3% | +1.4% | -4.7% | -3.7% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | -4.5% | +5.0% | -9.5% | -5.8% |
| 6M | +9.4% | -2.8% | +12.2% | +10.0% |
| YTD | +36.0% | +8.6% | +27.4% | +32.4% |
| 1Y | +75.5% | +18.9% | +56.6% | +65.5% |
| 3Y | +62.8% | +32.1% | +30.7% | +47.0% |
| 5Y | +64.4% | -5.1% | +69.5% | +62.1% |
| 10Y | +175.5% | +84.2% | +91.3% | +143.0% |
| All | +175.5% | +85.1% | +90.3% | +143.0% |
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