+200.5%
B vs FDX
+160.0%
+40.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.0% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | +2.9% | +9.3% | -6.4% | +2.4% |
| 3M | -2.9% | +0.5% | -3.3% | -2.9% |
| 6M | -1.2% | +5.3% | -6.5% | -1.5% |
| YTD | -1.3% | +38.6% | -39.9% | -2.8% |
| 1Y | +30.4% | +53.5% | -23.1% | +28.0% |
| 3Y | +195.3% | +74.2% | +121.1% | +187.5% |
| 5Y | +146.2% | +75.3% | +70.9% | +137.4% |
| 10Y | +200.5% | +156.3% | +44.2% | +267.3% |
| All | +200.5% | +160.0% | +40.5% | +267.3% |
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