+615.0%
F vs FDX
+4,233.7%
-3,618.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +5.3% | -2.5% | +7.9% | +6.5% |
| 30D | +4.6% | +3.8% | +0.8% | +2.7% |
| 3M | -3.7% | -1.3% | -2.4% | -3.5% |
| 6M | +16.8% | +5.0% | +11.8% | +13.5% |
| YTD | +15.3% | +39.6% | -24.4% | -1.2% |
| 1Y | +31.0% | +81.1% | -50.1% | +0.1% |
| 3Y | +45.4% | +63.0% | -17.6% | +12.8% |
| 5Y | +54.7% | +65.6% | -10.9% | +16.6% |
| 10Y | +98.2% | +183.4% | -85.1% | +12.0% |
| All | +615.0% | +4,233.7% | -3,618.6% | +57.9% |
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 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