+1,227.2%
FDX vs FTI
+2,165.1%
-938.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.5% | +5.3% | -7.8% | -3.9% |
| 30D | +3.8% | +15.3% | -11.5% | -0.2% |
| 3M | -1.3% | +15.8% | -17.1% | -5.4% |
| 6M | +5.0% | +22.6% | -17.6% | -1.4% |
| YTD | +39.6% | +79.5% | -39.9% | +18.3% |
| 1Y | +81.1% | +102.0% | -20.9% | +48.1% |
| 3Y | +63.0% | +315.8% | -252.8% | +6.5% |
| 5Y | +65.6% | +1,129.5% | -1,063.9% | -24.8% |
| 10Y | +183.4% | +320.9% | -137.6% | +49.3% |
| All | +1,227.2% | +2,165.1% | -938.0% | +266.6% |
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 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