+175.5%
FDX vs EXPE
+155.3%
+20.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.3% | -0.7% |
| 7D | -3.3% | -9.8% | +6.4% | -0.9% |
| 30D | -1.4% | -11.5% | +10.1% | +1.4% |
| 3M | -4.5% | +21.7% | -26.2% | -9.8% |
| 6M | +9.4% | +10.4% | -1.0% | +5.4% |
| YTD | +36.0% | -2.5% | +38.5% | +33.5% |
| 1Y | +75.5% | +27.3% | +48.2% | +59.0% |
| 3Y | +62.8% | +153.5% | -90.7% | +18.0% |
| 5Y | +64.4% | +91.1% | -26.7% | +22.3% |
| 10Y | +175.5% | +153.1% | +22.4% | +61.4% |
| All | +175.5% | +155.3% | +20.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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