+65.8%
FDX vs Z
-33.7%
+99.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -2.1% |
| 30D | +3.8% | -4.2% | +8.0% | +4.2% |
| 3M | -1.3% | -3.7% | +2.4% | -1.1% |
| 6M | +5.0% | -24.5% | +29.5% | +9.0% |
| YTD | +39.6% | -49.3% | +88.9% | +53.7% |
| 1Y | +81.1% | -58.7% | +139.8% | +105.9% |
| All | +65.8% | -33.7% | +99.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling