+827.0%
FCX vs FDX
+3,007.0%
-2,180.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | -18.0% | +9.5% | -27.5% | -21.7% |
| 3M | -14.3% | -1.3% | -12.9% | -14.3% |
| 6M | -1.7% | +5.5% | -7.3% | -5.2% |
| YTD | +19.8% | +38.9% | -19.0% | +0.4% |
| 1Y | +48.6% | +58.8% | -10.2% | +16.3% |
| 3Y | +85.8% | +71.1% | +14.7% | +35.1% |
| 5Y | +72.2% | +76.3% | -4.1% | +18.7% |
| 10Y | +386.3% | +153.4% | +232.9% | +173.4% |
| All | +827.0% | +3,007.0% | -2,180.0% | +165.4% |
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