+156.3%
FDX vs EXEL
+445.6%
-289.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.9% |
| 7D | +0.2% | +2.3% | -2.1% | -0.2% |
| 30D | +9.3% | +19.8% | -10.5% | +5.9% |
| 3M | +0.5% | +32.7% | -32.2% | -4.5% |
| 6M | +5.3% | +49.0% | -43.6% | -2.3% |
| YTD | +38.6% | +63.7% | -25.1% | +26.0% |
| 1Y | +53.5% | +75.8% | -22.3% | +37.7% |
| 3Y | +74.2% | +241.3% | -167.1% | +35.8% |
| 5Y | +75.3% | +289.0% | -213.8% | +31.3% |
| 10Y | +156.3% | +377.6% | -221.4% | +82.4% |
| All | +156.3% | +445.6% | -289.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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