+4,064.1%
FDX vs ETR
+4,599.0%
-534.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.3% |
| 30D | +9.5% | +8.7% | +0.9% | +6.8% |
| 3M | -1.3% | +6.4% | -7.7% | -3.2% |
| 6M | +5.5% | +0.7% | +4.8% | +5.1% |
| YTD | +38.9% | +23.0% | +15.8% | +29.6% |
| 1Y | +58.8% | +17.9% | +40.9% | +50.1% |
| 3Y | +71.1% | +154.9% | -83.8% | +25.1% |
| 5Y | +76.3% | +157.3% | -81.0% | +26.9% |
| 10Y | +153.4% | +373.4% | -219.9% | +48.9% |
| All | +4,064.1% | +4,599.0% | -534.9% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling