+167.8%
FDX vs QSR
+218.5%
-50.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +2.4% | -5.0% | -3.3% |
| 30D | +3.8% | +7.6% | -3.8% | +1.1% |
| 3M | -1.3% | +12.6% | -13.9% | -5.5% |
| 6M | +5.0% | +14.4% | -9.4% | -0.4% |
| YTD | +39.6% | +19.6% | +20.0% | +30.1% |
| 1Y | +81.1% | +33.9% | +47.2% | +61.7% |
| 3Y | +63.0% | +27.1% | +35.9% | +46.2% |
| 5Y | +65.6% | +48.5% | +17.1% | +38.5% |
| 10Y | +183.4% | +126.2% | +57.2% | +96.5% |
| All | +167.8% | +218.5% | -50.7% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling