+998.2%
C vs FDX
+4,056.7%
-3,058.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.0% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | -6.0% | +6.6% | -12.6% | -9.3% |
| 3M | -10.5% | -2.1% | -8.5% | -9.9% |
| 6M | -5.7% | +2.2% | -7.9% | -7.7% |
| YTD | +4.1% | +33.9% | -29.8% | -12.8% |
| 1Y | +20.5% | +50.2% | -29.7% | -5.5% |
| 3Y | +208.1% | +65.5% | +142.6% | +119.0% |
| 5Y | +110.4% | +74.1% | +36.4% | +37.0% |
| 10Y | +234.6% | +156.7% | +77.9% | +63.6% |
| All | +998.2% | +4,056.7% | -3,058.4% | +69.4% |
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