+499.9%
FAST vs FDX
+180.6%
+319.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.4% | -2.5% | +2.2% | +0.5% |
| 30D | -0.8% | +3.8% | -4.6% | -2.1% |
| 3M | +5.8% | -1.3% | +7.1% | +5.9% |
| 6M | +8.0% | +5.0% | +3.0% | +5.5% |
| YTD | +25.6% | +39.6% | -14.0% | +11.7% |
| 1Y | +0.8% | +81.1% | -80.3% | -18.1% |
| 3Y | +86.1% | +63.0% | +23.1% | +51.0% |
| 5Y | +100.2% | +65.6% | +34.6% | +56.3% |
| All | +499.9% | +180.6% | +319.2% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling