+1,466.7%
FDX vs FE
+561.4%
+905.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.5% | +1.9% | -4.5% | -3.1% |
| 30D | +3.8% | -1.2% | +5.0% | +4.2% |
| 3M | -1.3% | +3.5% | -4.8% | -2.5% |
| 6M | +5.0% | -6.1% | +11.1% | +6.9% |
| YTD | +39.6% | +7.6% | +32.0% | +35.8% |
| 1Y | +81.1% | +11.9% | +69.2% | +73.6% |
| 3Y | +63.0% | +48.4% | +14.6% | +40.2% |
| 5Y | +65.6% | +44.8% | +20.8% | +41.5% |
| 10Y | +183.4% | +115.9% | +67.5% | +103.8% |
| All | +1,466.7% | +561.4% | +905.2% | +711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling