+861.6%
ASX vs FDX
+180.6%
+681.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | +2.0% | +3.8% | -1.8% | +0.5% |
| 3M | -1.3% | -1.3% | 0.0% | -0.9% |
| 6M | +71.4% | +5.0% | +66.4% | +67.6% |
| YTD | +135.3% | +39.6% | +95.7% | +106.4% |
| 1Y | +267.5% | +81.1% | +186.4% | +191.6% |
| 3Y | +388.5% | +63.0% | +325.4% | +290.5% |
| 5Y | +417.1% | +65.6% | +351.5% | +297.0% |
| All | +861.6% | +180.6% | +681.0% | +445.3% |
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