+175.5%
FDX vs TECH
+178.6%
-3.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | -4.5% | +37.5% | -42.0% | -14.0% |
| 6M | +9.4% | +34.6% | -25.2% | -2.7% |
| YTD | +36.0% | +23.5% | +12.5% | +24.0% |
| 1Y | +75.5% | +34.4% | +41.1% | +54.2% |
| 3Y | +62.8% | +2.3% | +60.5% | +50.5% |
| 5Y | +64.4% | -41.7% | +106.1% | +81.9% |
| 10Y | +175.5% | +177.6% | -2.2% | +53.1% |
| All | +175.5% | +178.6% | -3.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TECH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling