+1,232.8%
FDX vs FTI
+1,755.2%
-522.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -2.1% | +1.4% | -3.4% | -2.4% |
| 30D | +10.4% | -6.3% | +16.7% | +11.9% |
| 3M | +0.5% | -13.1% | +13.6% | +3.7% |
| 6M | +6.5% | -8.0% | +14.5% | +7.7% |
| YTD | +40.2% | +47.1% | -6.8% | +24.7% |
| 1Y | +52.1% | +50.7% | +1.4% | +34.2% |
| 3Y | +72.8% | +209.0% | -136.1% | +22.3% |
| 5Y | +76.3% | +847.0% | -770.7% | -13.8% |
| 10Y | +155.7% | +184.3% | -28.6% | +50.1% |
| All | +1,232.8% | +1,755.2% | -522.4% | +286.4% |
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