+175.5%
FDX vs A
+237.5%
-62.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.4% |
| 7D | -3.3% | -2.1% | -1.3% | -2.4% |
| 30D | -1.4% | +0.6% | -2.0% | -1.9% |
| 3M | -4.5% | +10.9% | -15.4% | -9.4% |
| 6M | +9.4% | +28.2% | -18.7% | -4.1% |
| YTD | +36.0% | +8.6% | +27.4% | +28.7% |
| 1Y | +75.5% | +15.5% | +60.0% | +60.4% |
| 3Y | +62.8% | +31.8% | +31.0% | +34.0% |
| 5Y | +64.4% | -14.9% | +79.3% | +66.5% |
| 10Y | +175.5% | +237.8% | -62.3% | +37.6% |
| All | +175.5% | +237.5% | -62.0% | +37.6% |
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