+40.5%
FXI vs FDX
+62.0%
-21.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -3.2% | -1.4% | -1.8% | -3.1% |
| 3M | +1.7% | -4.5% | +6.2% | +2.3% |
| 6M | -1.6% | +9.4% | -11.0% | -3.9% |
| YTD | -7.9% | +36.0% | -43.9% | -14.2% |
| 1Y | -9.6% | +75.5% | -85.1% | -20.3% |
| 3Y | +40.5% | +62.8% | -22.3% | +20.0% |
| All | +40.5% | +62.0% | -21.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling