+48.7%
FDX vs S
-48.3%
+97.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | +10.4% | -7.3% | +17.7% | +11.1% |
| 3M | +0.5% | +5.9% | -5.4% | -0.9% |
| 6M | +6.5% | +45.6% | -39.1% | +0.7% |
| YTD | +40.2% | +58.5% | -18.3% | +30.3% |
| 1Y | +52.1% | +37.6% | +14.5% | +43.7% |
| 3Y | +72.8% | +51.7% | +21.2% | +57.6% |
| 5Y | +76.3% | -67.5% | +143.8% | +75.6% |
| All | +48.7% | -48.3% | +97.0% | +45.5% |
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