+156.3%
FDX vs FLR
+17.5%
+138.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +1.8% |
| 7D | +0.2% | +8.5% | -8.3% | -1.5% |
| 30D | +9.3% | -0.7% | +10.0% | +9.2% |
| 3M | +0.5% | -11.7% | +12.2% | +2.4% |
| 6M | +5.3% | +16.2% | -10.9% | +0.8% |
| YTD | +38.6% | +27.0% | +11.6% | +29.3% |
| 1Y | +53.5% | +10.1% | +43.4% | +47.1% |
| 3Y | +74.2% | +46.2% | +28.0% | +51.3% |
| 5Y | +75.3% | +121.4% | -46.2% | +35.0% |
| 10Y | +156.3% | +11.0% | +145.3% | +99.3% |
| All | +156.3% | +17.5% | +138.8% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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