+174.7%
FDX vs ITW
+190.2%
-15.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.3% |
| 7D | -2.3% | -1.9% | -0.4% | -0.9% |
| 30D | -4.9% | -10.4% | +5.5% | +2.9% |
| 3M | -6.5% | +3.5% | -10.0% | -9.1% |
| 6M | +6.7% | -3.4% | +10.0% | +8.8% |
| YTD | +33.9% | +8.5% | +25.4% | +25.6% |
| 1Y | +72.2% | +3.2% | +68.9% | +66.9% |
| 3Y | +60.2% | +18.9% | +41.3% | +40.6% |
| 5Y | +62.9% | +35.0% | +27.9% | +28.9% |
| All | +174.7% | +190.2% | -15.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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