+50.2%
FDX vs P
-0.9%
+51.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -2.8% |
| 7D | -1.6% | -23.8% | +22.2% | -1.1% |
| 30D | +6.6% | -36.6% | +43.2% | +7.7% |
| 3M | -2.1% | +10.9% | -12.9% | -3.1% |
| 6M | +2.2% | +30.0% | -27.8% | +0.3% |
| YTD | +33.9% | +44.4% | -10.4% | +30.8% |
| 1Y | +50.2% | +3.9% | +46.3% | +45.7% |
| All | +50.2% | -0.9% | +51.1% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling