+48.1%
FDX vs S
-56.8%
+104.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 6M | +5.0% | +47.4% | -42.3% | -0.9% |
| YTD | +39.6% | +32.5% | +7.1% | +33.2% |
| 1Y | +81.1% | +9.5% | +71.6% | +76.5% |
| 3Y | +63.0% | +15.5% | +47.5% | +54.1% |
| 5Y | +65.6% | -71.2% | +136.8% | +67.6% |
| All | +48.1% | -56.8% | +104.9% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling