+75.3%
FDX vs ETR
+162.9%
-87.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +0.2% | +1.7% | -1.6% | -0.2% |
| 30D | +9.3% | +8.7% | +0.6% | +7.1% |
| 3M | +0.5% | +4.9% | -4.4% | -0.7% |
| 6M | +5.3% | +0.8% | +4.5% | +5.0% |
| YTD | +38.6% | +23.1% | +15.5% | +31.2% |
| 1Y | +53.5% | +17.9% | +35.6% | +46.9% |
| 3Y | +74.2% | +154.5% | -80.3% | +33.1% |
| 5Y | +75.3% | +160.3% | -85.0% | +28.4% |
| All | +75.3% | +162.9% | -87.6% | +28.4% |
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