+73.3%
FDX vs EXPE
+123.2%
-50.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | -2.1% | -17.8% | +15.7% | +1.4% |
| 30D | +10.4% | -3.2% | +13.6% | +10.8% |
| 3M | +0.5% | -19.0% | +19.4% | +3.9% |
| 6M | +6.5% | +17.7% | -11.2% | +2.5% |
| YTD | +40.2% | -7.8% | +48.0% | +40.1% |
| 1Y | +52.1% | -1.4% | +53.4% | +49.1% |
| All | +73.3% | +123.2% | -50.0% | +35.8% |
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