+70.2%
FDX vs COMP
+309.8%
-239.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.3% | -2.9% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | +9.6% | -0.8% | +10.4% | +9.6% |
| 3M | +2.4% | -28.1% | +30.5% | +5.9% |
| 6M | +9.2% | +27.0% | -17.8% | +4.8% |
| YTD | +37.7% | -12.8% | +50.5% | +36.3% |
| 1Y | +56.1% | +4.9% | +51.2% | +51.2% |
| All | +70.2% | +309.8% | -239.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling