+155.7%
FDX vs A
+308.8%
-153.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | +10.4% | +3.3% | +7.1% | +8.6% |
| 3M | +0.5% | +18.5% | -18.1% | -7.7% |
| 6M | +6.5% | +59.3% | -52.8% | -15.8% |
| YTD | +40.2% | +31.0% | +9.2% | +21.2% |
| 1Y | +52.1% | +19.3% | +32.8% | +37.3% |
| 3Y | +72.8% | +66.8% | +6.0% | +27.1% |
| 5Y | +76.3% | +15.5% | +60.8% | +53.0% |
| 10Y | +155.7% | +312.3% | -156.6% | +18.6% |
| All | +155.7% | +308.8% | -153.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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