+24.0%
B vs FDX
+53.6%
-29.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | +11.3% | +0.2% | +11.1% | +11.2% |
| 30D | +2.9% | +9.3% | -6.4% | -0.2% |
| 3M | -2.9% | +0.5% | -3.3% | -3.4% |
| 6M | -1.2% | +5.3% | -6.5% | -3.6% |
| YTD | -1.3% | +38.6% | -39.9% | -11.7% |
| All | +24.0% | +53.6% | -29.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling