+65.8%
FDX vs EXPE
+176.2%
-110.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.5% | -9.5% | +7.0% | -0.9% |
| 30D | +3.8% | -6.6% | +10.4% | +4.9% |
| 3M | -1.3% | +31.4% | -32.7% | -6.3% |
| 6M | +5.0% | +35.2% | -30.2% | -1.4% |
| YTD | +39.6% | +5.8% | +33.8% | +36.6% |
| 1Y | +81.1% | +38.7% | +42.5% | +65.4% |
| All | +65.8% | +176.2% | -110.4% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling