+65.8%
FDX vs FIVE
+50.0%
+15.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.4% |
| 7D | -2.5% | +4.3% | -6.8% | -3.3% |
| 30D | +3.8% | +12.5% | -8.7% | +1.6% |
| 3M | -1.3% | +31.2% | -32.5% | -6.1% |
| 6M | +5.0% | +14.4% | -9.3% | +1.8% |
| YTD | +39.6% | +33.9% | +5.8% | +31.5% |
| 1Y | +81.1% | +65.1% | +16.1% | +63.8% |
| All | +65.8% | +50.0% | +15.8% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling