+430.7%
FCX vs FDX
+160.0%
+270.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +2.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -15.2% | +9.3% | -24.5% | -19.7% |
| 3M | -10.3% | +0.5% | -10.8% | -11.2% |
| 6M | +1.6% | +5.3% | -3.8% | -2.7% |
| YTD | +23.9% | +38.6% | -14.7% | +0.2% |
| 1Y | +58.0% | +53.5% | +4.5% | +20.0% |
| 3Y | +94.6% | +74.2% | +20.4% | +29.5% |
| 5Y | +70.4% | +75.3% | -4.9% | +7.1% |
| 10Y | +430.7% | +156.3% | +274.4% | +120.1% |
| All | +430.7% | +160.0% | +270.6% | +120.1% |
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