+67.1%
FDX vs FTV
+2.3%
+64.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.5% | -4.5% | +2.0% | 0.0% |
| 30D | +3.8% | -7.1% | +10.9% | +8.1% |
| 3M | -1.3% | -7.2% | +5.9% | +2.4% |
| 6M | +5.0% | -1.5% | +6.5% | +4.8% |
| YTD | +39.6% | +3.5% | +36.2% | +34.1% |
| 1Y | +81.1% | +20.3% | +60.8% | +58.0% |
| 3Y | +63.0% | -3.1% | +66.2% | +60.1% |
| All | +67.1% | +2.3% | +64.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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