+65.5%
FDX vs ESI
+67.9%
-2.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -3.3% |
| 7D | -1.6% | -8.5% | +6.9% | +0.8% |
| 30D | +6.6% | -15.7% | +22.3% | +11.6% |
| 3M | -2.1% | -18.2% | +16.2% | +3.1% |
| 6M | +2.2% | -28.8% | +31.0% | +11.4% |
| YTD | +33.9% | +26.3% | +7.7% | +15.3% |
| 1Y | +50.2% | +18.2% | +32.0% | +32.5% |
| 3Y | +65.5% | +68.1% | -2.6% | +24.6% |
| All | +65.5% | +67.9% | -2.4% | +24.6% |
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