+73.3%
FDX vs QSR
+23.8%
+49.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | +10.4% | +7.8% | +2.6% | +8.2% |
| 3M | +0.5% | +5.5% | -5.0% | -1.0% |
| 6M | +6.5% | -0.2% | +6.7% | +6.3% |
| YTD | +40.2% | +15.4% | +24.8% | +33.3% |
| 1Y | +52.1% | +15.3% | +36.8% | +44.5% |
| All | +73.3% | +23.8% | +49.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling