+267.5%
FDX vs ESI
+224.6%
+42.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.5% |
| 7D | -2.5% | +3.3% | -5.9% | -3.6% |
| 30D | +3.8% | -5.9% | +9.7% | +5.6% |
| 3M | -1.3% | -14.1% | +12.8% | +2.6% |
| 6M | +5.0% | +6.6% | -1.5% | +0.8% |
| YTD | +39.6% | +45.0% | -5.4% | +20.6% |
| 1Y | +81.1% | +41.5% | +39.7% | +57.0% |
| 3Y | +63.0% | +78.8% | -15.7% | +29.0% |
| 5Y | +65.6% | +70.9% | -5.3% | +31.5% |
| 10Y | +183.4% | +317.1% | -133.7% | +71.3% |
| All | +267.5% | +224.6% | +42.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling