+803.7%
B vs FDX
+4,233.7%
-3,429.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | +9.4% | +3.8% | +5.6% | +9.2% |
| 3M | +5.0% | -1.3% | +6.3% | +5.0% |
| 6M | -3.5% | +5.0% | -8.6% | -3.8% |
| YTD | +4.5% | +39.6% | -35.2% | +3.0% |
| 1Y | +67.8% | +81.1% | -13.3% | +63.8% |
| 3Y | +196.7% | +63.0% | +133.7% | +189.8% |
| 5Y | +151.9% | +65.6% | +86.3% | +144.6% |
| 10Y | +202.2% | +183.4% | +18.8% | +186.2% |
| All | +803.7% | +4,233.7% | -3,429.9% | +862.2% |
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 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