+207.0%
FDX vs P
+449.6%
-242.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -16.4% | +12.6% | -0.9% |
| 7D | +2.9% | -31.9% | +34.8% | +9.7% |
| 30D | +9.6% | -36.5% | +46.1% | +17.9% |
| 3M | +2.4% | +11.6% | -9.2% | -1.9% |
| 6M | +9.2% | +25.2% | -16.0% | +0.8% |
| YTD | +37.7% | +39.4% | -1.7% | +23.0% |
| 1Y | +56.1% | -3.7% | +59.8% | +48.0% |
| 3Y | +68.9% | +167.3% | -98.3% | +18.3% |
| 5Y | +79.0% | +237.3% | -158.4% | +14.1% |
| 10Y | +163.9% | +698.6% | -534.7% | +30.7% |
| All | +207.0% | +449.6% | -242.6% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling