+70.0%
FDX vs FTI
+776.4%
-706.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -3.3% |
| 7D | -1.6% | -7.6% | +6.0% | -0.4% |
| 30D | +6.6% | -7.1% | +13.7% | +7.7% |
| 3M | -2.1% | -8.7% | +6.6% | -0.9% |
| 6M | +2.2% | -14.0% | +16.1% | +4.2% |
| YTD | +33.9% | +42.8% | -8.9% | +24.1% |
| 1Y | +50.2% | +50.4% | -0.1% | +37.7% |
| 3Y | +65.5% | +194.1% | -128.6% | +32.9% |
| All | +70.0% | +776.4% | -706.4% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling