+71.1%
FDX vs ET
+85.6%
-14.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +0.5% | -1.9% | +2.3% | +0.9% |
| 30D | +9.5% | -3.1% | +12.6% | +10.3% |
| 3M | -1.3% | -3.9% | +2.6% | -0.5% |
| 6M | +5.5% | +4.0% | +1.5% | +3.5% |
| YTD | +38.9% | +26.4% | +12.5% | +26.1% |
| 1Y | +58.8% | +24.9% | +33.9% | +44.8% |
| 3Y | +71.1% | +85.2% | -14.0% | +28.4% |
| All | +71.1% | +85.6% | -14.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling