+410.3%
FDX vs FIVE
+826.1%
-415.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.4% | -2.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | +9.6% | +14.9% | -5.3% | +6.2% |
| 3M | +2.4% | +7.6% | -5.3% | +0.4% |
| 6M | +9.2% | +6.4% | +2.8% | +6.7% |
| YTD | +37.7% | +28.1% | +9.6% | +28.6% |
| 1Y | +56.1% | +54.7% | +1.4% | +39.6% |
| 3Y | +68.9% | +36.1% | +32.9% | +46.3% |
| 5Y | +79.0% | +14.9% | +64.1% | +55.9% |
| 10Y | +163.9% | +578.8% | -414.9% | +64.1% |
| All | +410.3% | +826.1% | -415.9% | +195.6% |
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 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