-3.5%
F vs FDX
+59.9%
-63.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -2.1% | -2.1% | -0.1% | -1.3% |
| 30D | +3.3% | +10.4% | -7.1% | -1.2% |
| 3M | -11.3% | +0.5% | -11.8% | -11.9% |
| 6M | +5.3% | +6.5% | -1.2% | +1.5% |
| YTD | -2.2% | +40.2% | -42.5% | -21.8% |
| 1Y | -3.5% | +52.1% | -55.6% | -28.2% |
| All | -3.5% | +59.9% | -63.5% | -28.2% |
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