+4,029.2%
FDX vs RF
+1,429.2%
+2,600.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.2% |
| 7D | +2.9% | -1.6% | +4.5% | +3.4% |
| 30D | +9.6% | +5.0% | +4.6% | +8.1% |
| 3M | +2.4% | -10.0% | +12.3% | +5.4% |
| 6M | +9.2% | +3.3% | +5.9% | +8.0% |
| YTD | +37.7% | +7.9% | +29.8% | +34.6% |
| 1Y | +56.1% | +21.2% | +34.9% | +47.6% |
| 3Y | +68.9% | +105.8% | -36.9% | +37.2% |
| 5Y | +79.0% | +43.7% | +35.2% | +58.2% |
| 10Y | +163.9% | +289.4% | -125.5% | +72.3% |
| All | +4,029.2% | +1,429.2% | +2,600.0% | +1,390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling