+218.3%
C vs FDX
+156.7%
+61.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -0.4% | -2.1% | +1.6% | +0.6% |
| 30D | -5.3% | +10.4% | -15.7% | -10.0% |
| 3M | -8.0% | +0.5% | -8.5% | -8.6% |
| 6M | -0.3% | +6.5% | -6.7% | -4.2% |
| YTD | +8.6% | +40.2% | -31.6% | -10.0% |
| 1Y | +25.8% | +52.1% | -26.3% | -0.1% |
| 3Y | +221.2% | +72.8% | +148.3% | +128.0% |
| 5Y | +113.6% | +76.3% | +37.3% | +42.2% |
| 10Y | +218.3% | +155.7% | +62.6% | +27.2% |
| All | +218.3% | +156.7% | +61.6% | +27.2% |
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 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