+208.6%
FXI vs FDX
+471.8%
-263.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.3% |
| 30D | +0.5% | +9.5% | -9.0% | -3.8% |
| 3M | -5.7% | -1.3% | -4.4% | -5.6% |
| 6M | -6.9% | +5.5% | -12.4% | -10.4% |
| YTD | -9.5% | +38.9% | -48.3% | -24.2% |
| 1Y | -14.0% | +58.8% | -72.8% | -32.6% |
| 3Y | +44.5% | +71.1% | -26.6% | +3.3% |
| 5Y | -2.8% | +76.3% | -79.1% | -35.3% |
| 10Y | +20.3% | +153.4% | -133.1% | -44.1% |
| All | +208.6% | +471.8% | -263.2% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling