+64.4%
FDX vs FLR
+248.0%
-183.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | -4.5% | +14.3% | -18.9% | -7.2% |
| 6M | +9.4% | +25.6% | -16.2% | +4.0% |
| YTD | +36.0% | +42.9% | -6.9% | +26.3% |
| 1Y | +75.5% | +38.7% | +36.8% | +63.0% |
| 3Y | +62.8% | +61.8% | +1.0% | +41.6% |
| 5Y | +64.4% | +254.1% | -189.7% | +24.6% |
| All | +64.4% | +248.0% | -183.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling