+14.7%
FXI vs FDX
+182.5%
-167.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.9% | -3.3% | -0.6% | -3.0% |
| 30D | -2.1% | -4.5% | +2.4% | -1.0% |
| 3M | -0.5% | -7.3% | +6.9% | +1.3% |
| 6M | -4.5% | +7.5% | -12.1% | -7.2% |
| YTD | -9.2% | +35.1% | -44.3% | -17.5% |
| 1Y | -13.8% | +71.4% | -85.2% | -26.8% |
| 3Y | +36.6% | +60.8% | -24.2% | +14.4% |
| 5Y | -6.7% | +65.5% | -72.1% | -24.8% |
| All | +14.7% | +182.5% | -167.8% | -26.8% |
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