+813.3%
FCX vs FDX
+2,896.7%
-2,083.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +4.0% |
| 7D | -4.9% | -1.6% | -3.2% | -4.1% |
| 30D | -17.1% | +6.6% | -23.7% | -19.9% |
| 3M | -12.7% | -2.1% | -10.6% | -12.4% |
| 6M | -2.0% | +2.2% | -4.1% | -3.9% |
| YTD | +18.1% | +33.9% | -15.9% | +0.6% |
| 1Y | +55.2% | +50.2% | +4.9% | +24.7% |
| 3Y | +74.3% | +65.5% | +8.8% | +28.8% |
| 5Y | +71.9% | +74.1% | -2.2% | +19.2% |
| 10Y | +498.4% | +156.7% | +341.7% | +235.0% |
| All | +813.3% | +2,896.7% | -2,083.4% | +166.1% |
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 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