+178.8%
FDX vs INDA
+81.7%
+97.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.8% |
| 30D | -4.9% | -2.9% | -2.0% | -3.2% |
| 3M | -6.5% | +2.4% | -8.8% | -7.8% |
| 6M | +6.7% | -2.6% | +9.3% | +8.1% |
| YTD | +33.9% | -10.0% | +43.8% | +42.0% |
| 1Y | +72.2% | -7.7% | +79.8% | +79.7% |
| 3Y | +60.2% | +8.9% | +51.3% | +50.1% |
| 5Y | +62.9% | +6.0% | +57.0% | +54.6% |
| 10Y | +178.8% | +84.4% | +94.4% | +98.4% |
| All | +178.8% | +81.7% | +97.1% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling