+1,233.0%
FDX vs EXEL
+340.0%
+893.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +6.6% | +19.0% | -12.4% | +4.2% |
| 3M | -2.1% | +33.3% | -35.3% | -5.8% |
| 6M | +2.2% | +42.9% | -40.7% | -2.8% |
| YTD | +33.9% | +58.7% | -24.8% | +25.4% |
| 1Y | +50.2% | +70.5% | -20.3% | +39.3% |
| 3Y | +65.5% | +233.8% | -168.3% | +38.7% |
| 5Y | +74.1% | +259.3% | -185.3% | +42.9% |
| 10Y | +156.7% | +484.1% | -327.4% | +87.3% |
| All | +1,233.0% | +340.0% | +893.0% | +578.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling