-6.1%
F vs FDX
+51.6%
-57.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -3.1% | +5.2% | -8.3% | -5.3% |
| 30D | 0.0% | +11.3% | -11.2% | -4.7% |
| 3M | -13.2% | -4.1% | -9.1% | -11.9% |
| 6M | -10.2% | +9.6% | -19.9% | -14.4% |
| YTD | -4.9% | +40.9% | -45.8% | -24.0% |
| 1Y | -6.1% | +53.0% | -59.1% | -29.9% |
| All | -6.1% | +51.6% | -57.7% | -29.9% |
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