+70.0%
FDX vs ALL
+143.1%
-73.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | +6.6% | +13.8% | -7.2% | +3.2% |
| 3M | -2.1% | -7.0% | +4.9% | -0.4% |
| 6M | +2.2% | +18.0% | -15.9% | -2.6% |
| YTD | +33.9% | +24.2% | +9.7% | +25.4% |
| 1Y | +50.2% | +31.2% | +19.1% | +38.3% |
| 3Y | +65.5% | +107.5% | -42.0% | +31.4% |
| All | +70.0% | +143.1% | -73.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling