+177.0%
FDX vs QSR
+133.7%
+43.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -3.9% | -4.7% | +0.8% | -2.2% |
| 30D | -3.3% | +4.3% | -7.6% | -4.8% |
| 3M | -2.0% | +5.4% | -7.4% | -4.0% |
| 6M | +8.0% | +8.2% | -0.1% | +4.4% |
| YTD | +35.0% | +14.1% | +20.9% | +27.6% |
| 1Y | +73.7% | +28.1% | +45.6% | +57.0% |
| 3Y | +61.6% | +25.3% | +36.3% | +45.1% |
| 5Y | +65.4% | +40.4% | +25.0% | +40.1% |
| All | +177.0% | +133.7% | +43.3% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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