+4,105.2%
FDX vs ITW
+10,325.5%
-6,220.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | -1.6% | -0.4% | -1.1% |
| 30D | +10.4% | +8.9% | +1.5% | +5.3% |
| 3M | +0.5% | -0.9% | +1.3% | +0.9% |
| 6M | +6.5% | +16.0% | -9.5% | -2.2% |
| YTD | +40.2% | +19.4% | +20.8% | +26.8% |
| 1Y | +52.1% | +20.7% | +31.4% | +36.7% |
| 3Y | +72.8% | +33.4% | +39.4% | +47.7% |
| 5Y | +76.3% | +39.1% | +37.2% | +46.7% |
| 10Y | +155.7% | +195.3% | -39.5% | +42.6% |
| All | +4,105.2% | +10,325.5% | -6,220.3% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling