+70.0%
FDX vs FE
+43.6%
+26.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.6% | +5.2% | +1.4% | +5.6% |
| 3M | -2.1% | 0.0% | -2.0% | -2.1% |
| 6M | +2.2% | +5.0% | -2.9% | +1.2% |
| YTD | +33.9% | +7.9% | +26.0% | +31.9% |
| 1Y | +50.2% | +6.3% | +43.9% | +48.3% |
| 3Y | +65.5% | +46.0% | +19.5% | +50.8% |
| All | +70.0% | +43.6% | +26.4% | +45.7% |
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