+177.2%
FDX vs RSG
+428.9%
-251.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -4.5% | +4.0% | -8.5% | -6.3% |
| 3M | -7.3% | +7.4% | -14.7% | -10.9% |
| 6M | +7.5% | +0.1% | +7.4% | +6.6% |
| YTD | +35.1% | +6.0% | +29.1% | +29.5% |
| 1Y | +71.4% | -3.0% | +74.4% | +71.9% |
| 3Y | +60.8% | +56.5% | +4.3% | +18.9% |
| 5Y | +65.5% | +90.9% | -25.4% | +4.8% |
| All | +177.2% | +428.9% | -251.8% | -16.0% |
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