+51.9%
DOW vs FDX
+65.6%
-13.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.2% |
| 7D | -4.2% | +8.1% | -12.3% | -4.2% |
| 30D | +14.7% | +13.9% | +0.8% | +14.7% |
| 3M | +9.1% | +5.5% | +3.5% | +8.8% |
| 6M | -17.7% | +15.1% | -32.8% | -18.6% |
| YTD | +44.6% | +43.2% | +1.4% | +18.1% |
| 1Y | +51.9% | +65.0% | -13.1% | +14.7% |
| All | +51.9% | +65.6% | -13.7% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling