+26.0%
C vs FDX
+65.6%
-39.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.5% |
| 7D | +1.1% | +8.1% | -7.1% | -1.4% |
| 30D | -2.4% | +13.9% | -16.4% | -6.4% |
| 3M | -8.4% | +5.5% | -13.9% | -10.1% |
| 6M | +0.3% | +15.1% | -14.8% | -4.8% |
| YTD | +9.1% | +43.2% | -34.1% | -3.1% |
| 1Y | +26.0% | +65.0% | -39.0% | +11.3% |
| All | +26.0% | +65.6% | -39.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling