+66.1%
FDX vs EXEL
+164.9%
-98.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -2.5% | +8.4% | -10.9% | -3.7% |
| 30D | +3.8% | +4.1% | -0.3% | +3.1% |
| 3M | -1.3% | +12.4% | -13.7% | -3.2% |
| 6M | +5.0% | +41.5% | -36.5% | -0.9% |
| YTD | +39.6% | +34.6% | +5.0% | +32.5% |
| 1Y | +81.1% | +57.9% | +23.3% | +67.2% |
| All | +66.1% | +164.9% | -98.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling