-1.2%
FXI vs FDX
+74.9%
-76.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | +1.2% | +9.3% | -8.1% | -0.9% |
| 3M | -4.2% | +0.5% | -4.7% | -4.5% |
| 6M | -6.2% | +5.3% | -11.6% | -7.9% |
| YTD | -8.8% | +38.6% | -47.4% | -16.9% |
| 1Y | -11.6% | +53.5% | -65.2% | -21.6% |
| 3Y | +45.1% | +74.2% | -29.1% | +20.2% |
| 5Y | -1.2% | +75.3% | -76.5% | -21.8% |
| All | -1.2% | +74.9% | -76.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling