+56.2%
FDX vs COMP
-47.7%
+103.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +3.8% | -13.3% | +17.1% | +5.4% |
| 3M | -1.3% | +41.1% | -42.4% | -5.6% |
| 6M | +5.0% | +17.2% | -12.2% | +1.8% |
| YTD | +39.6% | +5.2% | +34.4% | +36.3% |
| 1Y | +81.1% | +18.9% | +62.2% | +73.6% |
| 3Y | +63.0% | +215.9% | -152.9% | +34.8% |
| 5Y | +65.6% | -31.2% | +96.8% | +41.1% |
| All | +56.2% | -47.7% | +103.9% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling