+79.0%
FDX vs COMP
-28.0%
+106.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | +2.4% | -28.1% | +30.5% | +6.0% |
| 6M | +9.2% | +27.0% | -17.8% | +4.9% |
| YTD | +37.7% | -12.8% | +50.5% | +36.9% |
| 1Y | +56.1% | +4.9% | +51.2% | +51.7% |
| 3Y | +68.9% | +321.0% | -252.1% | +34.4% |
| 5Y | +79.0% | -25.6% | +104.5% | +60.7% |
| All | +79.0% | -28.0% | +106.9% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling