+157.6%
B vs FDX
+65.4%
+92.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | +9.4% | +3.8% | +5.6% | +9.0% |
| 3M | +5.0% | -1.3% | +6.3% | +5.1% |
| 6M | -3.5% | +5.0% | -8.6% | -4.1% |
| YTD | +4.5% | +39.6% | -35.2% | +2.0% |
| 1Y | +67.8% | +81.1% | -13.3% | +61.3% |
| 3Y | +196.7% | +63.0% | +133.7% | +184.6% |
| All | +157.6% | +65.4% | +92.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling