+65.5%
FDX vs QSR
+45.8%
+19.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -1.4% | +5.9% | -7.3% | -3.2% |
| 3M | -4.5% | +10.5% | -15.0% | -7.6% |
| 6M | +9.4% | +7.7% | +1.7% | +6.2% |
| YTD | +36.0% | +16.8% | +19.2% | +28.2% |
| 1Y | +75.5% | +30.9% | +44.6% | +58.4% |
| 3Y | +62.8% | +28.2% | +34.6% | +45.3% |
| All | +65.5% | +45.8% | +19.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling