+156.3%
FDX vs A
+328.7%
-172.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.1% |
| 7D | +0.2% | +4.8% | -4.6% | -1.8% |
| 30D | +9.3% | +5.6% | +3.7% | +6.5% |
| 3M | +0.5% | +23.6% | -23.1% | -9.4% |
| 6M | +5.3% | +56.4% | -51.0% | -15.9% |
| YTD | +38.6% | +33.4% | +5.2% | +18.8% |
| 1Y | +53.5% | +23.7% | +29.8% | +36.4% |
| 3Y | +74.2% | +71.0% | +3.2% | +26.7% |
| 5Y | +75.3% | +16.8% | +58.4% | +51.5% |
| 10Y | +156.3% | +323.8% | -167.5% | +17.5% |
| All | +156.3% | +328.7% | -172.5% | +17.5% |
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