+402.1%
FDX vs ET
+1,312.4%
-910.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +0.5% | -1.9% | +2.3% | +0.9% |
| 30D | +9.5% | -3.1% | +12.6% | +10.2% |
| 3M | -1.3% | -3.9% | +2.6% | -0.6% |
| 6M | +5.5% | +4.0% | +1.5% | +4.2% |
| YTD | +38.9% | +26.4% | +12.5% | +30.6% |
| 1Y | +58.8% | +24.9% | +33.9% | +49.6% |
| 3Y | +71.1% | +85.2% | -14.0% | +46.1% |
| 5Y | +76.3% | +218.3% | -142.0% | +31.7% |
| 10Y | +153.4% | +172.0% | -18.5% | +83.5% |
| All | +402.1% | +1,312.4% | -910.3% | +58.9% |
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 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