+221.8%
FXI vs FDX
+474.9%
-253.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +1.0% | -2.5% | +3.6% | +2.2% |
| 30D | -0.6% | +3.8% | -4.4% | -2.5% |
| 3M | +1.9% | -1.3% | +3.2% | +1.8% |
| 6M | -0.2% | +5.0% | -5.2% | -4.0% |
| YTD | -5.6% | +39.6% | -45.2% | -20.9% |
| 1Y | -4.7% | +81.1% | -85.8% | -29.6% |
| 3Y | +38.0% | +63.0% | -25.0% | +1.1% |
| 5Y | -2.7% | +65.6% | -68.3% | -33.2% |
| 10Y | +19.9% | +183.4% | -163.4% | -48.1% |
| All | +221.8% | +474.9% | -253.2% | -20.9% |
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