+68.0%
FDX vs EXE
+192.2%
-124.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -5.6% |
| 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% | +72.8% |
| 3Y | +62.8% | +20.7% | +42.1% | +56.0% |
| 5Y | +64.4% | +103.6% | -39.2% | +43.3% |
| All | +68.0% | +192.2% | -124.2% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling