+4,029.2%
FDX vs ES
+1,275.7%
+2,753.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.4% |
| 7D | +2.9% | +5.9% | -3.0% | +1.2% |
| 30D | +9.6% | +10.2% | -0.6% | +6.5% |
| 3M | +2.4% | +0.4% | +1.9% | +2.2% |
| 6M | +9.2% | +6.9% | +2.3% | +6.8% |
| YTD | +37.7% | +10.5% | +27.2% | +33.1% |
| 1Y | +56.1% | +3.2% | +52.9% | +53.4% |
| 3Y | +68.9% | +49.0% | +19.9% | +47.0% |
| 5Y | +79.0% | +4.5% | +74.5% | +70.6% |
| 10Y | +163.9% | +92.3% | +71.6% | +104.4% |
| All | +4,029.2% | +1,275.7% | +2,753.5% | +1,864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling