+149.2%
FDX vs FE
+105.3%
+43.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | +6.6% | +4.1% | +2.5% | +5.3% |
| 3M | -2.1% | -1.0% | -1.1% | -1.8% |
| 6M | +2.2% | +4.0% | -1.8% | +0.9% |
| YTD | +33.9% | +6.8% | +27.1% | +30.9% |
| 1Y | +50.2% | +5.3% | +44.9% | +47.4% |
| 3Y | +65.5% | +44.6% | +21.0% | +44.7% |
| 5Y | +74.1% | +44.2% | +29.9% | +49.9% |
| All | +149.2% | +105.3% | +43.9% | +107.6% |
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