+155.7%
FDX vs FIVE
+535.9%
-380.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +10.4% | +17.4% | -7.0% | +6.0% |
| 3M | +0.5% | +7.0% | -6.6% | -1.6% |
| 6M | +6.5% | +20.5% | -14.0% | +0.5% |
| YTD | +40.2% | +33.1% | +7.1% | +28.4% |
| 1Y | +52.1% | +67.1% | -15.0% | +31.3% |
| 3Y | +72.8% | +41.9% | +30.9% | +45.4% |
| 5Y | +76.3% | +21.1% | +55.2% | +49.0% |
| 10Y | +155.7% | +518.8% | -363.1% | +62.6% |
| All | +155.7% | +535.9% | -380.2% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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