+71.5%
FDX vs ESI
+80.4%
-8.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +0.8% | +8.3% | -7.5% | -1.6% |
| 30D | +9.9% | -10.4% | +20.3% | +13.0% |
| 3M | -1.9% | -13.2% | +11.3% | +1.5% |
| 6M | +6.1% | -23.9% | +30.0% | +13.4% |
| YTD | +38.8% | +34.2% | +4.6% | +17.4% |
| 1Y | +50.0% | +22.2% | +27.8% | +31.5% |
| All | +71.5% | +80.4% | -8.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling