+1,444.9%
FDX vs FE
+566.1%
+878.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +9.6% | +6.4% | +3.2% | +7.4% |
| 3M | +2.4% | -0.5% | +2.8% | +2.5% |
| 6M | +9.2% | +4.7% | +4.5% | +7.4% |
| YTD | +37.7% | +8.4% | +29.3% | +33.6% |
| 1Y | +56.1% | +7.2% | +48.9% | +51.9% |
| 3Y | +68.9% | +44.9% | +24.0% | +46.7% |
| 5Y | +79.0% | +46.3% | +32.7% | +52.5% |
| 10Y | +163.9% | +110.3% | +53.6% | +91.6% |
| All | +1,444.9% | +566.1% | +878.8% | +698.2% |
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