-15.8%
F vs FDX
+72.6%
-88.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +2.3% |
| 30D | +2.6% | +6.6% | -4.0% | -0.6% |
| 3M | -8.8% | -2.1% | -6.7% | -8.2% |
| 6M | +4.6% | +2.2% | +2.5% | +2.9% |
| YTD | -1.9% | +33.9% | -35.8% | -16.2% |
| 1Y | -0.8% | +50.2% | -51.0% | -20.0% |
| 3Y | +43.5% | +65.5% | -22.1% | +5.0% |
| All | -15.8% | +72.6% | -88.4% | -37.2% |
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 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