+70.2%
FDX vs M
+110.5%
-40.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -2.6% |
| 7D | +2.9% | -2.1% | +5.1% | +3.3% |
| 30D | +9.6% | +7.7% | +1.9% | +7.9% |
| 3M | +2.4% | -4.4% | +6.7% | +3.0% |
| 6M | +9.2% | +27.5% | -18.3% | +3.3% |
| YTD | +37.7% | +12.8% | +25.0% | +32.9% |
| 1Y | +56.1% | +20.7% | +35.4% | +48.3% |
| All | +70.2% | +110.5% | -40.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling