+60.3%
FCX vs FDX
+65.6%
-5.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +0.1% |
| 7D | -6.0% | +8.1% | -14.2% | -8.6% |
| 30D | -13.6% | +13.9% | -27.5% | -17.7% |
| 3M | -6.8% | +5.5% | -12.3% | -9.2% |
| 6M | +13.2% | +15.1% | -2.0% | +5.5% |
| YTD | +24.4% | +43.2% | -18.8% | +7.3% |
| 1Y | +60.3% | +65.0% | -4.8% | +39.0% |
| All | +60.3% | +65.6% | -5.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling