+113.6%
C vs FDX
+77.4%
+36.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -0.4% | -2.1% | +1.6% | +0.3% |
| 30D | -5.3% | +10.4% | -15.7% | -8.7% |
| 3M | -8.0% | +0.5% | -8.5% | -8.4% |
| 6M | -0.3% | +6.5% | -6.7% | -3.0% |
| YTD | +8.6% | +40.2% | -31.6% | -5.0% |
| 1Y | +25.8% | +52.1% | -26.3% | +6.8% |
| 3Y | +221.2% | +72.8% | +148.3% | +153.0% |
| 5Y | +113.6% | +76.3% | +37.3% | +60.5% |
| All | +113.6% | +77.4% | +36.2% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling