+73.3%
FDX vs S
+51.7%
+21.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.8% |
| 6M | +6.5% | +45.6% | -39.1% | +0.8% |
| YTD | +40.2% | +58.5% | -18.3% | +30.2% |
| 1Y | +52.1% | +37.6% | +14.5% | +44.1% |
| All | +73.3% | +51.7% | +21.6% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling