+220.1%
C vs FDX
+160.0%
+60.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -5.4% | +9.3% | -14.7% | -9.6% |
| 3M | -9.2% | +0.5% | -9.6% | -9.7% |
| 6M | -1.8% | +5.3% | -7.1% | -5.2% |
| YTD | +6.7% | +38.6% | -31.9% | -11.1% |
| 1Y | +23.5% | +53.5% | -30.0% | -2.6% |
| 3Y | +219.8% | +74.2% | +145.6% | +125.8% |
| 5Y | +112.4% | +75.3% | +37.1% | +41.6% |
| 10Y | +220.1% | +156.3% | +63.8% | +23.5% |
| All | +220.1% | +160.0% | +60.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling