+155.7%
FDX vs ES
+92.3%
+63.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.4% | +6.7% | +3.7% | +8.4% |
| 3M | +0.5% | +0.3% | +0.1% | +0.3% |
| 6M | +6.5% | +7.4% | -0.9% | +4.2% |
| YTD | +40.2% | +8.4% | +31.8% | +36.5% |
| 1Y | +52.1% | +0.6% | +51.4% | +50.6% |
| 3Y | +72.8% | +50.6% | +22.2% | +50.7% |
| 5Y | +76.3% | +4.8% | +71.5% | +68.5% |
| 10Y | +155.7% | +93.1% | +62.7% | +137.4% |
| All | +155.7% | +92.3% | +63.4% | +137.4% |
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