+70.2%
FDX vs FE
+44.7%
+25.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +9.6% | +6.4% | +3.2% | +8.6% |
| 3M | +2.4% | -0.5% | +2.8% | +2.3% |
| 6M | +9.2% | +4.7% | +4.5% | +8.5% |
| YTD | +37.7% | +8.4% | +29.3% | +36.1% |
| 1Y | +56.1% | +7.2% | +48.9% | +54.5% |
| All | +70.2% | +44.7% | +25.5% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling