+417.5%
FDX vs FIVE
+868.1%
-450.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.7% |
| 7D | -2.5% | +4.3% | -6.8% | -3.5% |
| 30D | +3.8% | +12.5% | -8.7% | +0.9% |
| 3M | -1.3% | +31.2% | -32.5% | -7.4% |
| 6M | +5.0% | +14.4% | -9.3% | +0.9% |
| YTD | +39.6% | +33.9% | +5.8% | +29.3% |
| 1Y | +81.1% | +65.1% | +16.1% | +59.4% |
| 3Y | +63.0% | +49.0% | +14.1% | +38.3% |
| 5Y | +65.6% | +30.3% | +35.3% | +40.1% |
| 10Y | +183.4% | +481.1% | -297.8% | +78.9% |
| All | +417.5% | +868.1% | -450.7% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling