+204.2%
FXI vs FDX
+477.4%
-273.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -1.9% | -2.1% | +0.1% | -1.2% |
| 30D | -0.6% | +10.4% | -11.0% | -5.2% |
| 3M | -4.9% | +0.5% | -5.3% | -5.6% |
| 6M | -8.8% | +6.5% | -15.3% | -12.6% |
| YTD | -10.7% | +40.2% | -51.0% | -25.6% |
| 1Y | -15.2% | +52.1% | -67.3% | -32.1% |
| 3Y | +42.5% | +72.8% | -30.3% | +1.4% |
| 5Y | -7.8% | +76.3% | -84.1% | -38.7% |
| 10Y | +20.0% | +155.7% | -135.8% | -44.5% |
| All | +204.2% | +477.4% | -273.2% | -25.6% |
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