+724.1%
FCX vs FDX
+173.3%
+550.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +3.1% | -2.3% | +5.4% | +4.4% |
| 30D | +8.1% | -4.9% | +13.0% | +10.9% |
| 3M | +18.9% | -6.5% | +25.4% | +23.1% |
| 6M | +26.6% | +6.7% | +19.9% | +20.1% |
| YTD | +51.2% | +33.9% | +17.3% | +25.1% |
| 1Y | +75.6% | +72.2% | +3.4% | +24.3% |
| 3Y | +101.7% | +60.2% | +41.5% | +41.1% |
| 5Y | +134.6% | +62.9% | +71.7% | +53.6% |
| 10Y | +724.1% | +178.8% | +545.3% | +207.6% |
| All | +724.1% | +173.3% | +550.9% | +207.6% |
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