+70.0%
FDX vs IT
-43.2%
+113.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.1% |
| 7D | -1.6% | -16.9% | +15.3% | +1.3% |
| 30D | +6.6% | +2.3% | +4.3% | +5.9% |
| 3M | -2.1% | +2.9% | -4.9% | -3.1% |
| 6M | +2.2% | +25.9% | -23.7% | -3.3% |
| YTD | +33.9% | -24.6% | +58.6% | +41.2% |
| 1Y | +50.2% | -16.0% | +66.3% | +53.4% |
| 3Y | +65.5% | -51.6% | +117.1% | +94.0% |
| All | +70.0% | -43.2% | +113.2% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling