+486.3%
FDX vs EXPE
+851.4%
-365.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -2.5% | -9.5% | +7.0% | -0.1% |
| 30D | +3.8% | -6.6% | +10.4% | +5.4% |
| 3M | -1.3% | +31.4% | -32.7% | -8.5% |
| 6M | +5.0% | +35.2% | -30.2% | -4.2% |
| YTD | +39.6% | +5.8% | +33.8% | +34.3% |
| 1Y | +81.1% | +38.7% | +42.5% | +61.0% |
| 3Y | +63.0% | +175.8% | -112.7% | +17.1% |
| 5Y | +65.6% | +111.8% | -46.2% | +21.7% |
| 10Y | +183.4% | +179.7% | +3.6% | +76.8% |
| All | +486.3% | +851.4% | -365.1% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling