+409.5%
FDX vs INDA
+115.1%
+294.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.9% |
| 30D | +3.8% | -0.8% | +4.6% | +4.2% |
| 3M | -1.3% | +3.9% | -5.2% | -3.4% |
| 6M | +5.0% | -0.7% | +5.7% | +5.2% |
| YTD | +39.6% | -7.7% | +47.3% | +45.2% |
| 1Y | +81.1% | -5.1% | +86.2% | +85.4% |
| 3Y | +63.0% | +13.6% | +49.4% | +51.1% |
| 5Y | +65.6% | +7.8% | +57.8% | +57.5% |
| 10Y | +183.4% | +84.6% | +98.7% | +104.5% |
| All | +409.5% | +115.1% | +294.3% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling