+1,217.2%
FDX vs FTI
+1,715.2%
-498.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.3% |
| 7D | +0.2% | -4.3% | +4.5% | +1.3% |
| 30D | +9.3% | -8.0% | +17.3% | +11.4% |
| 3M | +0.5% | -8.0% | +8.5% | +2.1% |
| 6M | +5.3% | -8.7% | +14.0% | +6.7% |
| YTD | +38.6% | +43.9% | -5.3% | +23.9% |
| 1Y | +53.5% | +49.8% | +3.7% | +35.6% |
| 3Y | +74.2% | +211.7% | -137.5% | +23.0% |
| 5Y | +75.3% | +781.6% | -706.3% | -12.6% |
| 10Y | +156.3% | +180.2% | -23.9% | +50.9% |
| All | +1,217.2% | +1,715.2% | -498.0% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling