+149.2%
FDX vs CAPR
-68.5%
+217.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -2.8% |
| 7D | -1.6% | +41.1% | -42.7% | -2.0% |
| 30D | +6.6% | +11.1% | -4.5% | +6.4% |
| 3M | -2.1% | +115.3% | -117.4% | -3.1% |
| 6M | +2.2% | -73.8% | +76.0% | +2.8% |
| YTD | +33.9% | -68.8% | +102.8% | +34.4% |
| 1Y | +50.2% | +43.3% | +6.9% | +44.7% |
| 3Y | +65.5% | +214.7% | -149.2% | +54.8% |
| 5Y | +74.1% | +141.3% | -67.2% | +61.9% |
| All | +149.2% | -68.5% | +217.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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