+153.5%
FDX vs ITW
+192.7%
-39.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.2% | +2.3% | +2.9% | +3.5% |
| 30D | +11.3% | +6.7% | +4.6% | +6.2% |
| 3M | -4.1% | -0.5% | -3.6% | -3.8% |
| 6M | +9.6% | +16.4% | -6.8% | -2.3% |
| YTD | +40.9% | +19.0% | +21.9% | +23.5% |
| 1Y | +53.0% | +20.2% | +32.8% | +33.0% |
| 3Y | +74.1% | +33.1% | +41.0% | +40.8% |
| 5Y | +75.1% | +35.7% | +39.4% | +37.8% |
| All | +153.5% | +192.7% | -39.1% | +11.7% |
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