+64.4%
FDX vs EXE
+106.6%
-42.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | -1.4% | +6.4% | -7.8% | -2.1% |
| 3M | -4.5% | +9.2% | -13.8% | -5.5% |
| 6M | +9.4% | -7.0% | +16.4% | +10.1% |
| YTD | +36.0% | -9.5% | +45.5% | +37.1% |
| 1Y | +75.5% | +6.2% | +69.3% | +73.0% |
| 3Y | +62.8% | +20.7% | +42.1% | +56.4% |
| 5Y | +64.4% | +103.6% | -39.2% | +46.7% |
| All | +64.4% | +106.6% | -42.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling