+93.4%
FAST vs FDX
+68.8%
+24.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.3% |
| 7D | +0.7% | +2.9% | -2.3% | 0.0% |
| 30D | +4.6% | +9.6% | -5.0% | +2.5% |
| 3M | +6.4% | +2.4% | +4.0% | +5.7% |
| 6M | +20.6% | +9.2% | +11.4% | +17.7% |
| YTD | +34.7% | +37.7% | -3.0% | +25.1% |
| 1Y | +29.7% | +56.1% | -26.5% | +17.5% |
| All | +93.4% | +68.8% | +24.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling