+1,014.0%
FDX vs A
+546.2%
+467.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.2% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +6.6% | +3.4% | +3.3% | +5.6% |
| 3M | -2.1% | +23.8% | -25.9% | -7.9% |
| 6M | +2.2% | +49.0% | -46.8% | -9.2% |
| YTD | +33.9% | +29.4% | +4.5% | +23.4% |
| 1Y | +50.2% | +19.4% | +30.9% | +41.4% |
| 3Y | +65.5% | +66.2% | -0.7% | +40.9% |
| 5Y | +74.1% | +15.8% | +58.3% | +61.3% |
| 10Y | +156.7% | +326.1% | -169.4% | +72.3% |
| All | +1,014.0% | +546.2% | +467.8% | +413.3% |
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 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