+149.8%
FDX vs FE
+123.7%
+26.0%
-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% | -1.0% | -1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +9.9% | +3.9% | +6.0% | +8.6% |
| 3M | -1.9% | -0.1% | -1.8% | -1.9% |
| 6M | +6.1% | +6.1% | 0.0% | +4.1% |
| YTD | +38.8% | +8.1% | +30.7% | +35.1% |
| 1Y | +50.0% | +4.4% | +45.6% | +47.5% |
| 3Y | +71.0% | +49.0% | +22.0% | +47.9% |
| 5Y | +72.5% | +46.1% | +26.4% | +47.7% |
| All | +149.8% | +123.7% | +26.0% | +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