+842.6%
ASX vs FDX
+160.0%
+682.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.2% | +7.3% |
| 7D | -12.3% | +0.2% | -12.5% | -12.1% |
| 30D | -26.0% | +9.3% | -35.3% | -28.4% |
| 3M | -8.1% | +0.5% | -8.6% | -8.5% |
| 6M | +1.4% | +5.3% | -3.9% | -0.8% |
| YTD | +115.6% | +38.6% | +77.0% | +89.4% |
| 1Y | +128.0% | +53.5% | +74.5% | +92.4% |
| 3Y | +371.4% | +74.2% | +297.2% | +267.4% |
| 5Y | +469.4% | +75.3% | +394.1% | +329.0% |
| 10Y | +842.6% | +156.3% | +686.4% | +545.4% |
| All | +842.6% | +160.0% | +682.6% | +545.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling