+72.5%
FDX vs A
+12.3%
+60.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | +9.9% | +0.8% | +9.1% | +9.4% |
| 3M | -1.9% | +16.9% | -18.8% | -7.9% |
| 6M | +6.1% | +53.8% | -47.7% | -11.1% |
| YTD | +38.8% | +28.1% | +10.7% | +24.6% |
| 1Y | +50.0% | +15.0% | +34.9% | +40.6% |
| 3Y | +71.0% | +63.1% | +7.9% | +33.6% |
| 5Y | +72.5% | +11.5% | +61.0% | +50.3% |
| All | +72.5% | +12.3% | +60.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling