+75.5%
FDX vs EXPE
+28.7%
+46.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.3% | -2.0% |
| 7D | -3.3% | -9.8% | +6.4% | -2.6% |
| 30D | -1.4% | -11.5% | +10.1% | -0.5% |
| 3M | -4.5% | +21.7% | -26.2% | -5.7% |
| 6M | +9.4% | +10.4% | -1.0% | +8.3% |
| YTD | +36.0% | -2.5% | +38.5% | +36.0% |
| 1Y | +75.5% | +27.3% | +48.2% | +67.5% |
| All | +75.5% | +28.7% | +46.8% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling