+701.5%
B vs FDX
+4,209.7%
-3,508.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | +7.1% | +0.5% | +6.7% | +7.1% |
| 30D | -3.3% | +9.5% | -12.9% | -3.7% |
| 3M | -2.5% | -1.3% | -1.2% | -2.5% |
| 6M | -7.2% | +5.5% | -12.8% | -7.5% |
| YTD | -7.4% | +38.9% | -46.2% | -8.6% |
| 1Y | +16.4% | +58.8% | -42.4% | +14.3% |
| 3Y | +178.7% | +71.1% | +107.6% | +171.8% |
| 5Y | +121.7% | +76.3% | +45.4% | +114.8% |
| 10Y | +208.6% | +153.4% | +55.2% | +193.6% |
| All | +701.5% | +4,209.7% | -3,508.1% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling