+75.3%
FDX vs ES
+2.9%
+72.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +9.3% | +5.7% | +3.6% | +7.9% |
| 3M | +0.5% | -2.8% | +3.3% | +1.0% |
| 6M | +5.3% | +7.0% | -1.6% | +3.6% |
| YTD | +38.6% | +6.8% | +31.8% | +36.0% |
| 1Y | +53.5% | -0.5% | +54.0% | +52.7% |
| 3Y | +74.2% | +47.2% | +27.1% | +56.6% |
| 5Y | +75.3% | +2.3% | +73.0% | +61.2% |
| All | +75.3% | +2.9% | +72.4% | +61.2% |
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