+512.8%
F vs FDX
+4,173.5%
-3,660.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.1% |
| 30D | +2.0% | +9.6% | -7.6% | -2.0% |
| 3M | -10.4% | +2.4% | -12.7% | -11.5% |
| 6M | +9.7% | +9.2% | +0.5% | +5.1% |
| YTD | -1.2% | +37.7% | -38.9% | -14.8% |
| 1Y | 0.0% | +56.1% | -56.1% | -18.4% |
| 3Y | +41.1% | +68.9% | -27.8% | +8.1% |
| 5Y | -11.4% | +79.0% | -90.4% | -35.1% |
| 10Y | +85.0% | +163.9% | -78.9% | +7.8% |
| All | +512.8% | +4,173.5% | -3,660.7% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling