+65.0%
FDX vs S
+36.5%
+28.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.6% |
| 7D | +8.1% | -8.2% | +16.4% | +8.0% |
| 30D | +13.9% | -7.6% | +21.6% | +13.9% |
| 3M | +5.5% | +12.0% | -6.4% | +5.7% |
| 6M | +15.1% | +50.6% | -35.4% | +16.6% |
| YTD | +43.2% | +56.6% | -13.4% | +44.8% |
| 1Y | +65.0% | +39.2% | +25.8% | +67.6% |
| All | +65.0% | +36.5% | +28.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling