+67.1%
FDX vs EXPE
+111.8%
-44.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -2.5% | -9.5% | +7.0% | -0.5% |
| 30D | +3.8% | -6.6% | +10.4% | +5.1% |
| 3M | -1.3% | +31.4% | -32.7% | -7.4% |
| 6M | +5.0% | +35.2% | -30.2% | -2.8% |
| YTD | +39.6% | +5.8% | +33.8% | +35.5% |
| 1Y | +81.1% | +38.7% | +42.5% | +63.2% |
| 3Y | +63.0% | +175.8% | -112.7% | +21.0% |
| All | +67.1% | +111.8% | -44.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling