+1,055.0%
FDX vs A
+557.8%
+497.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | +9.5% | +4.3% | +5.2% | +8.2% |
| 3M | -1.3% | +19.8% | -21.1% | -6.4% |
| 6M | +5.5% | +54.4% | -48.8% | -7.1% |
| YTD | +38.9% | +31.7% | +7.2% | +27.4% |
| 1Y | +58.8% | +22.4% | +36.4% | +48.5% |
| 3Y | +71.1% | +67.7% | +3.4% | +45.3% |
| 5Y | +76.3% | +15.7% | +60.6% | +63.4% |
| 10Y | +153.4% | +308.7% | -155.3% | +71.6% |
| All | +1,055.0% | +557.8% | +497.3% | +429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling