+153.5%
FDX vs COO
+41.1%
+112.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +11.3% | +14.2% | -2.9% | +5.3% |
| 3M | -4.1% | -18.2% | +14.1% | +3.4% |
| 6M | +9.6% | +5.3% | +4.3% | +5.3% |
| YTD | +40.9% | -23.6% | +64.5% | +55.5% |
| 1Y | +53.0% | -12.7% | +65.7% | +58.9% |
| 3Y | +74.1% | -24.2% | +98.3% | +84.0% |
| 5Y | +75.1% | -40.0% | +115.1% | +103.2% |
| All | +153.5% | +41.1% | +112.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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