+42.1%
FDX vs S
-52.7%
+94.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -2.9% |
| 7D | -1.6% | -13.4% | +11.8% | -0.1% |
| 30D | +6.6% | -14.0% | +20.6% | +8.2% |
| 3M | -2.1% | +4.9% | -6.9% | -3.3% |
| 6M | +2.2% | +42.0% | -39.8% | -3.1% |
| YTD | +33.9% | +45.1% | -11.2% | +25.8% |
| 1Y | +50.2% | +33.1% | +17.2% | +42.3% |
| 3Y | +65.5% | +40.6% | +24.9% | +52.3% |
| 5Y | +74.1% | -67.5% | +141.5% | +74.2% |
| All | +42.1% | -52.7% | +94.7% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling