+76.3%
FDX vs RSG
+97.5%
-21.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | +10.4% | +13.5% | -3.1% | +7.1% |
| 3M | +0.5% | +16.3% | -15.9% | -3.1% |
| 6M | +6.5% | +26.9% | -20.4% | +0.2% |
| YTD | +40.2% | +19.1% | +21.2% | +33.7% |
| 1Y | +52.1% | +21.8% | +30.3% | +43.9% |
| 3Y | +72.8% | +63.5% | +9.3% | +45.8% |
| 5Y | +76.3% | +98.6% | -22.3% | +34.3% |
| All | +76.3% | +97.5% | -21.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling