+155.7%
FDX vs FE
+120.9%
+34.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +10.4% | +3.6% | +6.8% | +9.2% |
| 3M | +0.5% | +0.3% | +0.1% | +0.4% |
| 6M | +6.5% | +6.4% | +0.1% | +4.4% |
| YTD | +40.2% | +8.1% | +32.1% | +36.5% |
| 1Y | +52.1% | +4.6% | +47.5% | +49.5% |
| 3Y | +72.8% | +49.1% | +23.7% | +49.4% |
| 5Y | +76.3% | +46.1% | +30.2% | +51.0% |
| 10Y | +155.7% | +122.7% | +33.0% | +112.4% |
| All | +155.7% | +120.9% | +34.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling