+11.3%
FDX vs FPS
-5.5%
+16.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.4% | -13.4% | +0.4% |
| 7D | -2.1% | +9.5% | -11.5% | -2.6% |
| 30D | +10.4% | -33.8% | +44.2% | +11.7% |
| 3M | +0.5% | -34.9% | +35.3% | +1.8% |
| 6M | +6.5% | -42.9% | +49.4% | +8.3% |
| All | +11.3% | -5.5% | +16.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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