+71.1%
FDX vs Z
-20.5%
+91.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.0% |
| 7D | +0.5% | -6.5% | +6.9% | +1.4% |
| 30D | +9.5% | -0.1% | +9.6% | +9.4% |
| 3M | -1.3% | -14.1% | +12.8% | +0.4% |
| 6M | +5.5% | -30.1% | +35.6% | +10.6% |
| YTD | +38.9% | -57.5% | +96.4% | +56.6% |
| 1Y | +58.8% | -60.3% | +119.1% | +81.1% |
| 3Y | +71.1% | -21.0% | +92.2% | +76.7% |
| All | +71.1% | -20.5% | +91.6% | +76.7% |
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