+175.5%
FDX vs ETR
+295.2%
-119.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | -3.3% | +1.4% | -4.7% | -3.8% |
| 30D | -1.4% | +1.9% | -3.3% | -2.0% |
| 3M | -4.5% | +1.0% | -5.5% | -4.9% |
| 6M | +9.4% | +4.8% | +4.6% | +7.1% |
| YTD | +36.0% | +19.5% | +16.5% | +27.2% |
| 1Y | +75.5% | +28.1% | +47.4% | +60.0% |
| 3Y | +62.8% | +151.1% | -88.4% | +13.7% |
| 5Y | +64.4% | +125.2% | -60.8% | +18.0% |
| 10Y | +175.5% | +291.1% | -115.7% | +86.1% |
| All | +175.5% | +295.2% | -119.7% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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