+177.0%
FDX vs ET
+179.3%
-2.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.9% | +1.4% | -5.2% | -4.3% |
| 30D | -3.3% | +4.6% | -7.9% | -4.7% |
| 3M | -2.0% | +16.0% | -18.0% | -6.4% |
| 6M | +8.0% | +22.8% | -14.8% | +1.1% |
| YTD | +35.0% | +38.9% | -3.8% | +21.6% |
| 1Y | +73.7% | +34.1% | +39.6% | +57.9% |
| 3Y | +61.6% | +98.8% | -37.2% | +29.4% |
| 5Y | +65.4% | +246.8% | -181.5% | +11.2% |
| All | +177.0% | +179.3% | -2.3% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ET 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling