-35.9%
DOW vs FDX
+63.0%
-99.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.4% |
| 7D | -2.9% | -3.3% | +0.4% | -1.8% |
| 30D | +2.0% | -1.4% | +3.3% | +2.2% |
| 3M | -12.5% | -4.5% | -8.0% | -11.6% |
| 6M | -9.2% | +9.4% | -18.6% | -14.2% |
| YTD | +30.8% | +36.0% | -5.2% | +12.8% |
| 1Y | +29.4% | +75.5% | -46.1% | +0.6% |
| 3Y | -34.6% | +62.8% | -97.4% | -48.8% |
| 5Y | -35.9% | +64.4% | -100.3% | -52.8% |
| All | -35.9% | +63.0% | -99.0% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling