+175.5%
FDX vs EXEL
+380.2%
-204.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -1.4% | +6.7% | -8.1% | -2.5% |
| 3M | -4.5% | +11.5% | -16.0% | -6.5% |
| 6M | +9.4% | +38.8% | -29.4% | +2.9% |
| YTD | +36.0% | +31.6% | +4.4% | +28.9% |
| 1Y | +75.5% | +53.0% | +22.5% | +61.5% |
| 3Y | +62.8% | +160.8% | -98.0% | +34.3% |
| 5Y | +64.4% | +190.1% | -125.7% | +31.1% |
| 10Y | +175.5% | +367.0% | -191.5% | +103.5% |
| All | +175.5% | +380.2% | -204.7% | +103.5% |
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