+175.5%
FDX vs FTI
+304.2%
-128.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -1.4% | +12.3% | -13.7% | -4.1% |
| 3M | -4.5% | +13.8% | -18.3% | -7.6% |
| 6M | +9.4% | +24.3% | -14.9% | +3.3% |
| YTD | +36.0% | +75.8% | -39.8% | +18.3% |
| 1Y | +75.5% | +99.6% | -24.1% | +47.7% |
| 3Y | +62.8% | +278.4% | -215.6% | +15.2% |
| 5Y | +64.4% | +1,168.7% | -1,104.3% | -18.2% |
| 10Y | +175.5% | +297.5% | -122.1% | +54.0% |
| All | +175.5% | +304.2% | -128.8% | +54.0% |
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