+70.0%
FDX vs FIVE
+14.2%
+55.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | +6.6% | +17.7% | -11.0% | +2.9% |
| 3M | -2.1% | +4.0% | -6.0% | -3.2% |
| 6M | +2.2% | +2.6% | -0.5% | +0.7% |
| YTD | +33.9% | +27.6% | +6.4% | +25.3% |
| 1Y | +50.2% | +59.9% | -9.7% | +33.5% |
| 3Y | +65.5% | +35.8% | +29.8% | +43.8% |
| All | +70.0% | +14.2% | +55.9% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling