+153.5%
FDX vs CAPR
-65.7%
+219.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.6% |
| 7D | +5.2% | +5.9% | -0.7% | +5.1% |
| 30D | +11.3% | +44.6% | -33.3% | +10.8% |
| 3M | -4.1% | +126.4% | -130.5% | -5.2% |
| 6M | +9.6% | -68.6% | +78.2% | +10.0% |
| YTD | +40.9% | -67.0% | +107.9% | +41.2% |
| 1Y | +53.0% | +65.2% | -12.1% | +47.1% |
| 3Y | +74.1% | +235.6% | -161.5% | +62.7% |
| 5Y | +75.1% | +175.4% | -100.3% | +62.6% |
| All | +153.5% | -65.7% | +219.3% | +132.4% |
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