+11,743.1%
COST vs FDX
+4,233.7%
+7,509.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -3.1% | -2.5% | -0.6% | -2.5% |
| 30D | -2.8% | +3.8% | -6.6% | -3.8% |
| 3M | -5.7% | -1.3% | -4.4% | -5.7% |
| 6M | -8.8% | +5.0% | -13.8% | -10.8% |
| YTD | +6.7% | +39.6% | -33.0% | -3.6% |
| 1Y | -3.6% | +81.1% | -84.8% | -19.1% |
| 3Y | +75.1% | +63.0% | +12.0% | +46.4% |
| 5Y | +108.9% | +65.6% | +43.3% | +69.1% |
| 10Y | +586.2% | +183.4% | +402.8% | +346.4% |
| All | +11,743.1% | +4,233.7% | +7,509.4% | +3,019.1% |
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 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