+13.3%
AGG vs FDX
+59.1%
-45.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.2% |
| 7D | -0.2% | -2.3% | +2.2% | -0.1% |
| 30D | -0.2% | -4.9% | +4.7% | -0.2% |
| 3M | -0.7% | -6.5% | +5.8% | -0.6% |
| 6M | -1.8% | +6.7% | -8.4% | -1.8% |
| YTD | -0.6% | +33.9% | -34.5% | -0.9% |
| 1Y | +0.4% | +72.2% | -71.8% | -0.1% |
| All | +13.3% | +59.1% | -45.8% | +12.2% |
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 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