+149.2%
FDX vs EXPE
+115.0%
+34.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | -1.5% |
| 7D | -1.6% | -9.3% | +7.7% | +0.5% |
| 30D | +6.6% | +0.1% | +6.5% | +6.1% |
| 3M | -2.1% | -15.3% | +13.3% | +1.3% |
| 6M | +2.2% | +5.5% | -3.3% | -0.7% |
| YTD | +33.9% | -8.0% | +41.9% | +32.6% |
| 1Y | +50.2% | +18.9% | +31.4% | +37.9% |
| 3Y | +65.5% | +135.5% | -70.0% | +22.2% |
| 5Y | +74.1% | +44.3% | +29.8% | +40.2% |
| All | +149.2% | +115.0% | +34.2% | +49.5% |
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