+130.7%
C vs FDX
+65.4%
+65.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +3.6% | -2.5% | +6.2% | +4.6% |
| 30D | +0.1% | +3.8% | -3.7% | -1.4% |
| 3M | +2.4% | -1.3% | +3.7% | +2.6% |
| 6M | +24.9% | +5.0% | +19.9% | +21.9% |
| YTD | +19.8% | +39.6% | -19.8% | +5.4% |
| 1Y | +44.9% | +81.1% | -36.3% | +15.8% |
| 3Y | +263.0% | +63.0% | +199.9% | +193.6% |
| All | +130.7% | +65.4% | +65.2% | +73.1% |
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