+1,163.5%
C vs FDX
+4,233.7%
-3,070.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | +3.6% | -2.5% | +6.2% | +5.0% |
| 30D | +0.1% | +3.8% | -3.7% | -2.1% |
| 3M | +2.4% | -1.3% | +3.7% | +2.6% |
| 6M | +24.9% | +5.0% | +19.9% | +20.2% |
| YTD | +19.8% | +39.6% | -19.8% | -1.6% |
| 1Y | +44.9% | +81.1% | -36.3% | +2.7% |
| 3Y | +263.0% | +63.0% | +199.9% | +160.2% |
| 5Y | +129.5% | +65.6% | +63.9% | +53.5% |
| 10Y | +291.6% | +183.4% | +108.2% | +81.4% |
| All | +1,163.5% | +4,233.7% | -3,070.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling