+184.5%
FDX vs EXPD
+315.7%
-131.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.1% |
| 7D | -2.5% | -1.1% | -1.4% | -1.8% |
| 30D | +3.8% | +4.1% | -0.3% | +1.0% |
| 3M | -1.3% | +17.9% | -19.2% | -11.8% |
| 6M | +5.0% | +29.2% | -24.2% | -12.1% |
| YTD | +39.6% | +27.4% | +12.3% | +15.9% |
| 1Y | +81.1% | +56.8% | +24.3% | +28.1% |
| 3Y | +63.0% | +68.0% | -5.0% | +7.8% |
| 5Y | +65.6% | +61.9% | +3.7% | +9.4% |
| All | +184.5% | +315.7% | -131.2% | -3.2% |
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