+67.1%
FDX vs FTI
+1,129.5%
-1,062.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.5% | +5.3% | -7.8% | -3.4% |
| 30D | +3.8% | +15.3% | -11.5% | +1.2% |
| 3M | -1.3% | +15.8% | -17.1% | -4.0% |
| 6M | +5.0% | +22.6% | -17.6% | +0.8% |
| YTD | +39.6% | +79.5% | -39.9% | +25.2% |
| 1Y | +81.1% | +102.0% | -20.9% | +58.6% |
| 3Y | +63.0% | +315.8% | -252.8% | +25.2% |
| All | +67.1% | +1,129.5% | -1,062.4% | +3.5% |
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