+153.4%
FDX vs ALB
+34.3%
+119.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.2% |
| 7D | +0.5% | +5.3% | -4.8% | -0.8% |
| 30D | +9.5% | -6.3% | +15.8% | +11.0% |
| 3M | -1.3% | -27.4% | +26.1% | +5.8% |
| 6M | +5.5% | -53.1% | +58.6% | +24.9% |
| YTD | +38.9% | -32.3% | +71.2% | +47.1% |
| 1Y | +58.8% | -7.3% | +66.1% | +54.6% |
| 3Y | +71.1% | -14.9% | +86.1% | +55.7% |
| 5Y | +76.3% | -62.0% | +138.3% | +91.0% |
| 10Y | +153.4% | +33.0% | +120.4% | +62.1% |
| All | +153.4% | +34.3% | +119.1% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling