+440.5%
FDX vs ACWI
+356.8%
+83.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.5% | -3.0% | -3.0% |
| 30D | +3.8% | +0.9% | +2.9% | +2.9% |
| 3M | -1.3% | +2.4% | -3.7% | -3.8% |
| 6M | +5.0% | +12.4% | -7.4% | -7.0% |
| YTD | +39.6% | +15.2% | +24.5% | +20.5% |
| 1Y | +81.1% | +22.7% | +58.4% | +46.2% |
| 3Y | +63.0% | +75.8% | -12.7% | -9.0% |
| 5Y | +65.6% | +67.7% | -2.1% | -2.8% |
| 10Y | +183.4% | +229.0% | -45.6% | -12.9% |
| All | +440.5% | +356.8% | +83.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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