+155.7%
FDX vs Z
-14.8%
+170.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -2.1% | -13.1% | +11.0% | +0.6% |
| 30D | +10.4% | +5.9% | +4.5% | +8.8% |
| 3M | +0.5% | -13.7% | +14.1% | +2.6% |
| 6M | +6.5% | -27.1% | +33.6% | +11.8% |
| YTD | +40.2% | -56.8% | +97.0% | +61.5% |
| 1Y | +52.1% | -60.2% | +112.3% | +77.8% |
| 3Y | +72.8% | -19.7% | +92.5% | +69.1% |
| 5Y | +76.3% | -53.7% | +130.0% | +83.9% |
| 10Y | +155.7% | -16.9% | +172.6% | +110.6% |
| All | +155.7% | -14.8% | +170.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling