+396.6%
FCX vs FDX
+154.6%
+241.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.4% |
| 7D | -0.8% | -2.1% | +1.3% | +0.5% |
| 30D | -15.1% | +10.4% | -25.5% | -19.9% |
| 3M | -9.6% | +0.5% | -10.1% | -10.5% |
| 6M | -3.1% | +6.5% | -9.5% | -7.7% |
| YTD | +23.4% | +40.2% | -16.8% | -0.8% |
| 1Y | +52.7% | +52.1% | +0.6% | +16.9% |
| 3Y | +91.4% | +72.8% | +18.6% | +28.2% |
| 5Y | +62.7% | +76.3% | -13.5% | +2.0% |
| All | +396.6% | +154.6% | +241.9% | +120.2% |
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 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