+174.7%
FDX vs ET
+178.7%
-4.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.3% | +0.6% | -3.0% | -2.5% |
| 30D | -4.9% | +5.3% | -10.2% | -6.4% |
| 3M | -6.5% | +15.6% | -22.1% | -10.6% |
| 6M | +6.7% | +20.6% | -14.0% | +0.4% |
| YTD | +33.9% | +38.5% | -4.7% | +20.6% |
| 1Y | +72.2% | +35.7% | +36.5% | +55.9% |
| 3Y | +60.2% | +98.4% | -38.1% | +28.4% |
| 5Y | +62.9% | +245.3% | -182.4% | +9.7% |
| All | +174.7% | +178.7% | -4.0% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling