+183.9%
FDX vs ALL
+368.3%
-184.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | 0.0% |
| 7D | -2.5% | 0.0% | -2.6% | -2.5% |
| 30D | +3.8% | -1.5% | +5.3% | +4.3% |
| 3M | -1.3% | +23.6% | -24.9% | -10.5% |
| 6M | +5.0% | +22.3% | -17.3% | -4.8% |
| YTD | +39.6% | +26.5% | +13.1% | +24.4% |
| 1Y | +81.1% | +27.0% | +54.1% | +60.5% |
| 3Y | +63.0% | +149.6% | -86.5% | +1.7% |
| 5Y | +65.6% | +118.1% | -52.5% | +6.8% |
| All | +183.9% | +368.3% | -184.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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