+76.2%
FDX vs ES
+6.6%
+69.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +5.2% | +2.7% | +2.5% | +4.5% |
| 30D | +11.3% | +7.6% | +3.7% | +9.4% |
| 3M | -4.1% | +0.5% | -4.6% | -4.3% |
| 6M | +9.6% | +7.6% | +2.0% | +7.7% |
| YTD | +40.9% | +10.2% | +30.7% | +37.3% |
| 1Y | +53.0% | +1.8% | +51.2% | +51.4% |
| 3Y | +74.1% | +55.4% | +18.7% | +54.4% |
| All | +76.2% | +6.6% | +69.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling