+79.0%
FDX vs ES
+5.0%
+74.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.3% |
| 7D | +2.9% | +5.9% | -3.0% | +1.6% |
| 30D | +9.6% | +10.2% | -0.6% | +7.2% |
| 3M | +2.4% | +0.4% | +1.9% | +2.2% |
| 6M | +9.2% | +6.9% | +2.3% | +7.4% |
| YTD | +37.7% | +10.5% | +27.2% | +34.2% |
| 1Y | +56.1% | +3.2% | +52.9% | +54.0% |
| 3Y | +68.9% | +49.0% | +19.9% | +51.6% |
| 5Y | +79.0% | +4.5% | +74.5% | +67.6% |
| All | +79.0% | +5.0% | +74.0% | +67.6% |
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