+71.5%
FDX vs A
+63.6%
+7.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +9.9% | +0.8% | +9.1% | +9.5% |
| 3M | -1.9% | +16.9% | -18.8% | -7.1% |
| 6M | +6.1% | +53.8% | -47.7% | -9.2% |
| YTD | +38.8% | +28.1% | +10.7% | +26.7% |
| 1Y | +50.0% | +15.0% | +34.9% | +42.5% |
| All | +71.5% | +63.6% | +7.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling