+74.3%
F vs FDX
+155.6%
-81.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +2.1% | +9.5% | -7.4% | -2.3% |
| 3M | -10.3% | -1.3% | -8.9% | -10.0% |
| 6M | +3.3% | +5.5% | -2.3% | 0.0% |
| YTD | -2.0% | +38.9% | -40.9% | -17.3% |
| 1Y | -2.3% | +58.8% | -61.1% | -22.8% |
| 3Y | +49.9% | +71.1% | -21.2% | +9.9% |
| 5Y | -12.5% | +76.3% | -88.8% | -38.5% |
| 10Y | +74.3% | +153.4% | -79.2% | -7.1% |
| All | +74.3% | +155.6% | -81.4% | -7.1% |
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 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