+153.5%
FDX vs IT
+90.0%
+63.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +11.3% | -1.8% | +13.1% | +11.2% |
| 3M | -4.1% | +4.8% | -8.9% | -6.5% |
| 6M | +9.6% | +33.0% | -23.4% | -2.9% |
| YTD | +40.9% | -23.8% | +64.7% | +47.7% |
| 1Y | +53.0% | -16.5% | +69.5% | +54.6% |
| 3Y | +74.1% | -53.6% | +127.7% | +113.2% |
| 5Y | +75.1% | -42.1% | +117.2% | +87.4% |
| All | +153.5% | +90.0% | +63.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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