-10.9%
DOW vs FDX
+153.2%
-164.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -6.0% | -2.3% | -3.7% | -5.0% |
| 30D | -2.7% | -4.9% | +2.1% | -0.7% |
| 3M | -10.5% | -6.5% | -4.0% | -8.3% |
| 6M | -12.4% | +6.7% | -19.1% | -17.8% |
| YTD | +30.0% | +33.9% | -3.9% | +7.9% |
| 1Y | +27.8% | +72.2% | -44.4% | -7.4% |
| 3Y | -34.9% | +60.2% | -95.2% | -52.9% |
| 5Y | -35.9% | +62.9% | -98.8% | -56.2% |
| All | -10.9% | +153.2% | -164.1% | -63.0% |
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