+153.4%
FDX vs EXPD
+329.8%
-176.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.5% | -7.4% | +7.9% | +5.6% |
| 30D | +9.5% | -2.1% | +11.6% | +10.9% |
| 3M | -1.3% | +5.7% | -7.0% | -5.1% |
| 6M | +5.5% | +21.4% | -15.8% | -7.8% |
| YTD | +38.9% | +27.6% | +11.3% | +14.8% |
| 1Y | +58.8% | +36.1% | +22.7% | +25.2% |
| 3Y | +71.1% | +69.9% | +1.3% | +12.2% |
| 5Y | +76.3% | +59.7% | +16.6% | +18.2% |
| 10Y | +153.4% | +323.0% | -169.6% | -15.4% |
| All | +153.4% | +329.8% | -176.4% | -15.4% |
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