+153.5%
FDX vs RSG
+452.6%
-299.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +2.5% | +2.7% | +3.9% |
| 30D | +11.3% | +12.7% | -1.4% | +4.8% |
| 3M | -4.1% | +17.9% | -22.0% | -11.7% |
| 6M | +9.6% | +25.0% | -15.3% | -2.6% |
| YTD | +40.9% | +20.8% | +20.1% | +26.5% |
| 1Y | +53.0% | +24.3% | +28.7% | +35.1% |
| 3Y | +74.1% | +65.3% | +8.8% | +26.7% |
| 5Y | +75.1% | +99.1% | -24.0% | +11.1% |
| All | +153.5% | +452.6% | -299.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling