+70.0%
FDX vs RACE
+65.0%
+5.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -1.6% | +5.1% | -6.7% | -3.1% |
| 30D | +6.6% | +7.7% | -1.1% | +4.1% |
| 3M | -2.1% | +2.2% | -4.2% | -3.0% |
| 6M | +2.2% | +23.8% | -21.6% | -5.5% |
| YTD | +33.9% | +13.9% | +20.0% | +26.7% |
| 1Y | +50.2% | +3.8% | +46.5% | +46.7% |
| 3Y | +65.5% | +28.0% | +37.5% | +39.8% |
| All | +70.0% | +65.0% | +5.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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