-13.3%
F vs FDX
+75.7%
-89.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -10.3% | -1.3% | -8.9% | -10.0% |
| 6M | +3.3% | +5.5% | -2.3% | -0.1% |
| YTD | -2.0% | +38.9% | -40.9% | -17.7% |
| 1Y | -2.3% | +58.8% | -61.1% | -23.3% |
| 3Y | +49.9% | +71.1% | -21.2% | +7.9% |
| All | -13.3% | +75.7% | -89.0% | -36.0% |
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