+575.3%
FAST vs FDX
+153.7%
+421.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | +6.9% | +6.6% | +0.3% | +4.6% |
| 3M | +4.8% | -2.1% | +6.9% | +5.3% |
| 6M | +19.8% | +2.2% | +17.6% | +18.1% |
| YTD | +34.9% | +33.9% | +1.0% | +21.3% |
| 1Y | +32.8% | +50.2% | -17.5% | +14.9% |
| 3Y | +93.7% | +65.5% | +28.2% | +56.2% |
| 5Y | +105.3% | +74.1% | +31.2% | +56.8% |
| All | +575.3% | +153.7% | +421.6% | +298.4% |
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