+50.2%
FDX vs COMP
+16.2%
+34.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.7% | -13.5% | -4.1% |
| 7D | -1.6% | +13.4% | -15.1% | -3.3% |
| 30D | +6.6% | +11.1% | -4.5% | +4.9% |
| 3M | -2.1% | -18.8% | +16.8% | +0.1% |
| 6M | +2.2% | +10.5% | -8.3% | -1.0% |
| YTD | +33.9% | -3.4% | +37.3% | +25.8% |
| 1Y | +50.2% | +19.7% | +30.5% | +34.4% |
| All | +50.2% | +16.2% | +34.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling