+76.3%
FDX vs M
+0.1%
+76.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.5% | +5.0% | -4.6% | -0.7% |
| 30D | +9.5% | +10.6% | -1.1% | +6.9% |
| 3M | -1.3% | +1.6% | -2.9% | -2.0% |
| 6M | +5.5% | +30.8% | -25.3% | -1.7% |
| YTD | +38.9% | +16.9% | +22.0% | +32.2% |
| 1Y | +58.8% | +26.3% | +32.5% | +48.2% |
| 3Y | +71.1% | +158.6% | -87.5% | +26.4% |
| 5Y | +76.3% | +2.1% | +74.2% | +52.1% |
| All | +76.3% | +0.1% | +76.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling