+155.7%
FDX vs P
+686.0%
-530.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.2% |
| 7D | -2.1% | -4.7% | +2.7% | -1.4% |
| 30D | +10.4% | -31.4% | +41.8% | +17.4% |
| 3M | +0.5% | -2.6% | +3.1% | -1.0% |
| 6M | +6.5% | +21.9% | -15.5% | -1.2% |
| YTD | +40.2% | +58.9% | -18.7% | +21.4% |
| 1Y | +52.1% | +21.7% | +30.3% | +37.2% |
| 3Y | +72.8% | +193.3% | -120.5% | +15.8% |
| 5Y | +76.3% | +275.1% | -198.8% | +5.9% |
| 10Y | +155.7% | +655.3% | -499.6% | +18.7% |
| All | +155.7% | +686.0% | -530.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling