+433.0%
FDX vs ACWI
+330.1%
+102.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | +0.1% |
| 7D | +2.9% | -4.0% | +6.9% | +7.3% |
| 30D | +9.6% | -5.8% | +15.4% | +16.4% |
| 3M | +2.4% | -5.0% | +7.4% | +7.7% |
| 6M | +9.2% | +0.7% | +8.5% | +8.1% |
| YTD | +37.7% | +8.4% | +29.3% | +26.1% |
| 1Y | +56.1% | +10.1% | +46.0% | +40.6% |
| 3Y | +68.9% | +70.8% | -1.8% | -3.1% |
| 5Y | +79.0% | +55.4% | +23.6% | +13.5% |
| 10Y | +163.9% | +223.3% | -59.4% | -17.4% |
| All | +433.0% | +330.1% | +102.9% | +17.7% |
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