+65.4%
FDX vs EXE
+151.8%
-86.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.6% |
| 7D | -1.6% | -6.6% | +4.9% | -0.9% |
| 30D | +6.6% | -4.0% | +10.6% | +7.0% |
| 3M | -2.1% | -7.5% | +5.4% | -1.3% |
| 6M | +2.2% | -11.7% | +13.8% | +3.4% |
| YTD | +33.9% | -22.0% | +55.9% | +37.2% |
| 1Y | +50.2% | -21.8% | +72.0% | +53.7% |
| 3Y | +65.5% | +8.0% | +57.5% | +60.3% |
| 5Y | +74.1% | +62.3% | +11.8% | +56.8% |
| All | +65.4% | +151.8% | -86.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling