+65.5%
FDX vs S
+34.5%
+31.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -2.9% |
| 7D | -1.6% | -13.4% | +11.8% | -0.2% |
| 30D | +6.6% | -14.0% | +20.6% | +8.1% |
| 3M | -2.1% | +4.9% | -6.9% | -3.3% |
| 6M | +2.2% | +42.0% | -39.8% | -3.2% |
| YTD | +33.9% | +45.1% | -11.2% | +25.6% |
| 1Y | +50.2% | +33.1% | +17.2% | +42.4% |
| 3Y | +65.5% | +40.6% | +24.9% | +47.2% |
| All | +65.5% | +34.5% | +31.1% | +47.2% |
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