+917.7%
FDX vs FLR
+482.5%
+435.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.1% | -3.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +6.6% | -9.1% | +15.7% | +8.9% |
| 3M | -2.1% | -4.7% | +2.6% | -2.0% |
| 6M | +2.2% | -14.2% | +16.4% | +3.9% |
| YTD | +33.9% | +17.3% | +16.7% | +25.0% |
| 1Y | +50.2% | +4.3% | +46.0% | +44.1% |
| 3Y | +65.5% | +30.7% | +34.8% | +42.2% |
| 5Y | +74.1% | +101.3% | -27.2% | +27.6% |
| 10Y | +156.7% | +12.4% | +144.3% | +78.5% |
| All | +917.7% | +482.5% | +435.2% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling