+155.7%
FDX vs EXEL
+354.7%
-198.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.1% | -2.8% | +0.8% | -1.6% |
| 30D | +10.4% | +18.2% | -7.8% | +7.2% |
| 3M | +0.5% | +37.7% | -37.3% | -5.2% |
| 6M | +6.5% | +42.2% | -35.7% | -0.4% |
| YTD | +40.2% | +61.3% | -21.1% | +27.8% |
| 1Y | +52.1% | +64.5% | -12.4% | +38.0% |
| 3Y | +72.8% | +236.7% | -163.8% | +35.0% |
| 5Y | +76.3% | +296.3% | -220.0% | +31.6% |
| 10Y | +155.7% | +331.1% | -175.3% | +83.0% |
| All | +155.7% | +354.7% | -198.9% | +83.0% |
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