+14,227.5%
COST vs FDX
+4,272.5%
+9,955.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +5.0% | +5.2% | -0.2% | +3.6% |
| 30D | +12.8% | +11.3% | +1.5% | +9.5% |
| 3M | +15.2% | -4.1% | +19.3% | +16.3% |
| 6M | +7.4% | +9.6% | -2.2% | +4.2% |
| YTD | +29.0% | +40.9% | -11.9% | +16.2% |
| 1Y | +20.3% | +53.0% | -32.7% | +5.8% |
| 3Y | +99.0% | +74.1% | +24.9% | +63.4% |
| 5Y | +125.7% | +75.1% | +50.6% | +80.0% |
| 10Y | +775.3% | +156.9% | +618.4% | +486.3% |
| All | +14,227.5% | +4,272.5% | +9,955.0% | +3,660.3% |
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 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