+0.1%
DOW vs FDX
+166.5%
-166.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +5.2% | +5.2% | 0.0% | +2.6% |
| 30D | +13.2% | +11.3% | +1.9% | +7.1% |
| 3M | +10.1% | -4.1% | +14.2% | +11.7% |
| 6M | -13.1% | +9.6% | -22.7% | -18.5% |
| YTD | +46.1% | +40.9% | +5.2% | +17.8% |
| 1Y | +50.0% | +53.0% | -3.0% | +15.7% |
| 3Y | -20.2% | +74.1% | -94.3% | -44.7% |
| 5Y | -27.7% | +75.1% | -102.8% | -52.4% |
| All | +0.1% | +166.5% | -166.4% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling