+4,061.8%
FDX vs ITW
+10,254.3%
-6,192.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +9.9% | +7.7% | +2.2% | +5.5% |
| 3M | -1.9% | -1.3% | -0.6% | -1.2% |
| 6M | +6.1% | +15.5% | -9.4% | -2.3% |
| YTD | +38.8% | +18.6% | +20.2% | +26.0% |
| 1Y | +50.0% | +19.8% | +30.2% | +35.3% |
| 3Y | +71.0% | +32.5% | +38.5% | +46.7% |
| 5Y | +72.5% | +35.3% | +37.1% | +45.6% |
| 10Y | +153.1% | +193.2% | -40.1% | +41.7% |
| All | +4,061.8% | +10,254.3% | -6,192.5% | +437.0% |
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