+149.8%
FDX vs FTI
+183.5%
-33.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.8% | +5.4% | -4.6% | -0.4% |
| 30D | +9.9% | -8.2% | +18.1% | +11.7% |
| 3M | -1.9% | -13.7% | +11.8% | +1.0% |
| 6M | +6.1% | -11.2% | +17.3% | +8.0% |
| YTD | +38.8% | +46.0% | -7.2% | +25.5% |
| 1Y | +50.0% | +51.8% | -1.8% | +34.2% |
| 3Y | +71.0% | +206.7% | -135.7% | +26.9% |
| 5Y | +72.5% | +862.0% | -789.5% | -8.1% |
| All | +149.8% | +183.5% | -33.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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