+67.1%
FDX vs RF
+89.8%
-22.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +1.3% | -3.8% | -3.1% |
| 30D | +3.8% | -3.6% | +7.4% | +5.5% |
| 3M | -1.3% | +8.1% | -9.4% | -5.0% |
| 6M | +5.0% | +11.5% | -6.4% | -0.4% |
| YTD | +39.6% | +15.6% | +24.1% | +30.0% |
| 1Y | +81.1% | +15.7% | +65.4% | +68.1% |
| 3Y | +63.0% | +86.9% | -23.8% | +21.4% |
| All | +67.1% | +89.8% | -22.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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