+108.4%
B vs FDX
+73.8%
+34.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -6.2% | +0.8% | -7.0% | -6.3% |
| 30D | -6.6% | +9.9% | -16.5% | -7.5% |
| 3M | -7.9% | -1.9% | -6.0% | -7.8% |
| 6M | -16.8% | +6.1% | -22.9% | -17.3% |
| YTD | -11.7% | +38.8% | -50.5% | -13.8% |
| 1Y | +3.5% | +50.0% | -46.5% | +0.5% |
| 3Y | +165.7% | +71.0% | +94.7% | +153.9% |
| 5Y | +108.4% | +72.5% | +35.9% | +88.8% |
| All | +108.4% | +73.8% | +34.6% | +88.8% |
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