+67.1%
FDX vs ETR
+127.8%
-60.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.5% | +1.4% | -4.0% | -2.9% |
| 30D | +3.8% | +1.0% | +2.8% | +3.5% |
| 3M | -1.3% | -1.3% | 0.0% | -1.0% |
| 6M | +5.0% | +1.9% | +3.1% | +4.3% |
| YTD | +39.6% | +18.2% | +21.5% | +33.6% |
| 1Y | +81.1% | +24.7% | +56.4% | +70.9% |
| 3Y | +63.0% | +150.7% | -87.6% | +25.3% |
| All | +67.1% | +127.8% | -60.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling