+207.2%
C vs FDX
+152.0%
+55.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +4.7% | +0.8% | +3.9% | +4.3% |
| 30D | +0.2% | +9.9% | -9.7% | -4.5% |
| 3M | -9.3% | -1.9% | -7.4% | -8.8% |
| 6M | -0.8% | +6.1% | -6.9% | -4.5% |
| YTD | +8.5% | +38.8% | -30.3% | -9.7% |
| 1Y | +23.1% | +50.0% | -26.9% | -1.5% |
| 3Y | +220.8% | +71.0% | +149.7% | +128.9% |
| 5Y | +112.4% | +72.5% | +39.9% | +43.2% |
| All | +207.2% | +152.0% | +55.2% | +28.4% |
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