+404.9%
FDX vs ET
+1,435.0%
-1,030.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +3.8% | +7.5% | -3.7% | +2.0% |
| 3M | -1.3% | +11.4% | -12.7% | -4.0% |
| 6M | +5.0% | +18.5% | -13.5% | +0.5% |
| YTD | +39.6% | +37.4% | +2.3% | +28.9% |
| 1Y | +81.1% | +30.9% | +50.2% | +69.0% |
| 3Y | +63.0% | +98.7% | -35.7% | +36.9% |
| 5Y | +65.6% | +230.7% | -165.1% | +22.3% |
| 10Y | +183.4% | +175.6% | +7.8% | +103.5% |
| All | +404.9% | +1,435.0% | -1,030.1% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling