+265.4%
FDX vs ESI
+195.2%
+70.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.5% | -6.6% | +7.1% | +2.5% |
| 30D | +9.5% | -9.8% | +19.3% | +12.5% |
| 3M | -1.3% | -11.9% | +10.6% | +1.6% |
| 6M | +5.5% | -25.1% | +30.6% | +13.3% |
| YTD | +38.9% | +31.9% | +7.0% | +22.5% |
| 1Y | +58.8% | +19.2% | +39.6% | +44.4% |
| 3Y | +71.1% | +76.2% | -5.0% | +35.1% |
| 5Y | +76.3% | +39.4% | +36.9% | +48.0% |
| 10Y | +153.4% | +304.9% | -151.5% | +55.4% |
| All | +265.4% | +195.2% | +70.2% | +143.5% |
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