+67.1%
FDX vs M
+27.3%
+39.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.1% |
| 7D | -2.5% | +4.7% | -7.3% | -3.5% |
| 30D | +3.8% | -9.6% | +13.4% | +6.0% |
| 3M | -1.3% | +0.9% | -2.2% | -1.9% |
| 6M | +5.0% | +22.3% | -17.2% | 0.0% |
| YTD | +39.6% | +6.5% | +33.1% | +36.4% |
| 1Y | +81.1% | +38.8% | +42.4% | +66.5% |
| 3Y | +63.0% | +115.9% | -52.9% | +28.5% |
| All | +67.1% | +27.3% | +39.8% | +50.4% |
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