+20.3%
FXI vs FDX
+155.6%
-135.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +0.5% | +9.5% | -9.0% | -2.0% |
| 3M | -5.7% | -1.3% | -4.4% | -5.6% |
| 6M | -6.9% | +5.5% | -12.4% | -8.9% |
| YTD | -9.5% | +38.9% | -48.3% | -18.4% |
| 1Y | -14.0% | +58.8% | -72.8% | -25.4% |
| 3Y | +44.5% | +71.1% | -26.6% | +19.0% |
| 5Y | -2.8% | +76.3% | -79.1% | -23.0% |
| 10Y | +20.3% | +153.4% | -133.1% | -16.5% |
| All | +20.3% | +155.6% | -135.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling