+47.3%
FDX vs S
-49.1%
+96.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +9.5% | -10.8% | +20.3% | +10.7% |
| 3M | -1.3% | +5.4% | -6.7% | -2.6% |
| 6M | +5.5% | +41.2% | -35.7% | +0.2% |
| YTD | +38.9% | +56.2% | -17.3% | +29.3% |
| 1Y | +58.8% | +36.3% | +22.5% | +50.2% |
| 3Y | +71.1% | +49.4% | +21.7% | +56.4% |
| 5Y | +76.3% | -66.9% | +143.2% | +75.5% |
| All | +47.3% | -49.1% | +96.3% | +44.3% |
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