+66.1%
FDX vs FLR
+56.7%
+9.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | -2.5% | +5.4% | -8.0% | -3.4% |
| 30D | +3.8% | +11.4% | -7.6% | +1.5% |
| 3M | -1.3% | +11.4% | -12.7% | -3.8% |
| 6M | +5.0% | +16.6% | -11.6% | +0.8% |
| YTD | +39.6% | +41.7% | -2.1% | +29.0% |
| 1Y | +81.1% | +35.4% | +45.7% | +67.8% |
| All | +66.1% | +56.7% | +9.4% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling