+1,015.5%
FCX vs FDX
+3,024.3%
-2,008.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | -2.5% | -2.3% | -3.7% |
| 30D | +4.8% | +3.8% | +1.0% | +2.6% |
| 3M | +4.6% | -1.3% | +5.9% | +5.0% |
| 6M | +10.8% | +5.0% | +5.8% | +7.3% |
| YTD | +44.2% | +39.6% | +4.6% | +20.9% |
| 1Y | +59.6% | +81.1% | -21.6% | +17.0% |
| 3Y | +82.2% | +63.0% | +19.2% | +36.0% |
| 5Y | +115.6% | +65.6% | +50.0% | +53.3% |
| 10Y | +670.6% | +183.4% | +487.2% | +313.9% |
| All | +1,015.5% | +3,024.3% | -2,008.8% | +219.7% |
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