+74.2%
FDX vs INDA
+16.9%
+57.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | +0.2% | +6.1% | -5.9% | -2.7% |
| 30D | +9.3% | +11.7% | -2.4% | +3.5% |
| 3M | +0.5% | +2.1% | -1.6% | -0.6% |
| 6M | +5.3% | +3.2% | +2.2% | +3.5% |
| YTD | +38.6% | -4.9% | +43.5% | +41.1% |
| 1Y | +53.5% | -4.4% | +57.9% | +55.9% |
| 3Y | +74.2% | +17.6% | +56.6% | +38.3% |
| All | +74.2% | +16.9% | +57.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling