+75.5%
FDX vs EXEL
+52.8%
+22.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | -1.4% | +6.7% | -8.1% | -2.1% |
| 3M | -4.5% | +11.5% | -16.0% | -6.1% |
| 6M | +9.4% | +38.8% | -29.4% | +3.8% |
| YTD | +36.0% | +31.6% | +4.4% | +29.6% |
| 1Y | +75.5% | +53.0% | +22.5% | +65.4% |
| All | +75.5% | +52.8% | +22.7% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling