+2,974.1%
FDX vs IT
+6,228.4%
-3,254.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.9% |
| 7D | -1.6% | -16.9% | +15.3% | +2.0% |
| 30D | +6.6% | +2.3% | +4.3% | +5.7% |
| 3M | -2.1% | +2.9% | -4.9% | -3.4% |
| 6M | +2.2% | +25.9% | -23.7% | -4.9% |
| YTD | +33.9% | -24.6% | +58.6% | +37.0% |
| 1Y | +50.2% | -16.0% | +66.3% | +50.0% |
| 3Y | +65.5% | -51.6% | +117.1% | +82.7% |
| 5Y | +74.1% | -42.6% | +116.7% | +82.9% |
| 10Y | +156.7% | +103.6% | +53.1% | +103.9% |
| All | +2,974.1% | +6,228.4% | -3,254.2% | +1,477.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling