+149.2%
FDX vs EXPD
+304.0%
-154.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.3% |
| 7D | -1.6% | -7.2% | +5.5% | +3.1% |
| 30D | +6.6% | -3.3% | +9.9% | +8.8% |
| 3M | -2.1% | +3.4% | -5.5% | -4.5% |
| 6M | +2.2% | +22.7% | -20.5% | -11.4% |
| YTD | +33.9% | +24.5% | +9.4% | +12.6% |
| 1Y | +50.2% | +38.6% | +11.6% | +16.7% |
| 3Y | +65.5% | +71.5% | -6.0% | +7.7% |
| 5Y | +74.1% | +56.2% | +17.8% | +18.5% |
| All | +149.2% | +304.0% | -154.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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