+138.0%
B vs FDX
+72.6%
+65.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.8% |
| 7D | +9.6% | -1.6% | +11.2% | +9.8% |
| 30D | +3.5% | +6.6% | -3.1% | +2.9% |
| 3M | -1.6% | -2.1% | +0.5% | -1.4% |
| 6M | -1.7% | +2.2% | -3.8% | -1.9% |
| YTD | -5.3% | +33.9% | -39.3% | -7.3% |
| 1Y | +27.2% | +50.2% | -23.0% | +23.6% |
| 3Y | +166.1% | +65.5% | +100.6% | +155.2% |
| All | +138.0% | +72.6% | +65.3% | +117.3% |
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 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