+67.1%
FDX vs ES
-5.6%
+72.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +3.8% | -2.0% | +5.8% | +4.2% |
| 3M | -1.3% | +1.7% | -3.0% | -1.7% |
| 6M | +5.0% | -3.5% | +8.6% | +5.7% |
| YTD | +39.6% | +7.9% | +31.7% | +36.9% |
| 1Y | +81.1% | +17.2% | +64.0% | +73.2% |
| 3Y | +63.0% | +29.3% | +33.7% | +50.9% |
| All | +67.1% | -5.6% | +72.8% | +60.6% |
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