+65.5%
FDX vs EXE
+3.8%
+61.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.7% |
| 7D | -1.6% | -6.6% | +4.9% | -1.3% |
| 30D | +6.6% | -4.0% | +10.6% | +6.8% |
| 3M | -2.1% | -7.5% | +5.4% | -1.7% |
| 6M | +2.2% | -11.7% | +13.8% | +2.7% |
| YTD | +33.9% | -22.0% | +55.9% | +35.8% |
| 1Y | +50.2% | -21.8% | +72.0% | +52.1% |
| 3Y | +65.5% | +8.0% | +57.5% | +64.0% |
| All | +65.5% | +3.8% | +61.7% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling