+64.4%
FDX vs ET
+235.7%
-171.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -1.4% | +6.9% | -8.2% | -3.6% |
| 3M | -4.5% | +13.1% | -17.6% | -8.5% |
| 6M | +9.4% | +18.7% | -9.3% | +2.8% |
| YTD | +36.0% | +37.4% | -1.4% | +21.3% |
| 1Y | +75.5% | +34.8% | +40.7% | +57.4% |
| 3Y | +62.8% | +96.8% | -34.0% | +26.9% |
| 5Y | +64.4% | +238.2% | -173.8% | +14.6% |
| All | +64.4% | +235.7% | -171.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling