+216.1%
C vs FDX
+73.9%
+142.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | -5.2% | +9.5% | -14.7% | -8.3% |
| 3M | -9.1% | -1.3% | -7.7% | -8.8% |
| 6M | -1.6% | +5.5% | -7.1% | -4.0% |
| YTD | +6.9% | +38.9% | -31.9% | -6.6% |
| 1Y | +23.0% | +58.8% | -35.8% | +1.9% |
| 3Y | +216.1% | +71.1% | +145.0% | +136.3% |
| All | +216.1% | +73.9% | +142.3% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling