+53.5%
F vs FDX
+70.4%
-17.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | -0.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.8% |
| 30D | +2.9% | +9.3% | -6.4% | -1.0% |
| 3M | -9.5% | +0.5% | -10.0% | -9.9% |
| 6M | +4.0% | +5.3% | -1.3% | +1.2% |
| YTD | -1.3% | +38.6% | -39.9% | -14.9% |
| 1Y | -1.9% | +53.5% | -55.5% | -19.1% |
| 3Y | +53.5% | +74.2% | -20.7% | +4.8% |
| All | +53.5% | +70.4% | -17.0% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling