+69,298.0%
FAST vs FDX
+4,233.7%
+65,064.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -0.4% | -2.5% | +2.2% | +0.6% |
| 30D | -0.8% | +3.8% | -4.6% | -2.2% |
| 3M | +5.8% | -1.3% | +7.1% | +5.9% |
| 6M | +8.0% | +5.0% | +3.0% | +5.2% |
| YTD | +25.6% | +39.6% | -14.0% | +10.3% |
| 1Y | +0.8% | +81.1% | -80.3% | -19.9% |
| 3Y | +86.1% | +63.0% | +23.1% | +48.0% |
| 5Y | +100.2% | +65.6% | +34.6% | +52.1% |
| 10Y | +494.2% | +183.4% | +310.8% | +244.9% |
| All | +69,298.0% | +4,233.7% | +65,064.4% | +15,755.2% |
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