+67.1%
FDX vs FE
+45.0%
+22.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.5% | +1.9% | -4.5% | -2.9% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | -1.3% | +3.5% | -4.8% | -1.9% |
| 6M | +5.0% | -6.1% | +11.1% | +6.1% |
| YTD | +39.6% | +7.6% | +32.0% | +37.6% |
| 1Y | +81.1% | +11.9% | +69.2% | +77.0% |
| 3Y | +63.0% | +48.4% | +14.6% | +48.1% |
| All | +67.1% | +45.0% | +22.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling