+155.7%
FDX vs ALL
+371.2%
-215.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | -2.6% | +0.5% | -1.0% |
| 30D | +10.4% | +12.7% | -2.3% | +5.0% |
| 3M | +0.5% | +0.4% | +0.1% | +0.1% |
| 6M | +6.5% | +23.8% | -17.3% | -3.8% |
| YTD | +40.2% | +27.8% | +12.4% | +24.3% |
| 1Y | +52.1% | +28.9% | +23.2% | +34.1% |
| 3Y | +72.8% | +113.9% | -41.0% | +16.8% |
| 5Y | +76.3% | +157.4% | -81.1% | +3.7% |
| 10Y | +155.7% | +369.0% | -213.2% | +12.6% |
| All | +155.7% | +371.2% | -215.4% | +12.6% |
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