+66.1%
FDX vs S
+16.9%
+49.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.5% | -7.7% | +5.2% | -1.6% |
| 30D | +3.8% | -5.3% | +9.1% | +4.3% |
| 3M | -1.3% | +20.3% | -21.6% | -4.0% |
| 6M | +5.0% | +47.4% | -42.3% | -1.4% |
| YTD | +39.6% | +32.5% | +7.1% | +32.8% |
| 1Y | +81.1% | +9.5% | +71.6% | +77.0% |
| All | +66.1% | +16.9% | +49.2% | +52.6% |
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