+76.2%
FDX vs Z
-53.4%
+129.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.9% |
| 7D | +5.2% | +0.8% | +4.3% | +5.0% |
| 30D | +11.3% | +5.2% | +6.1% | +9.9% |
| 3M | -4.1% | -17.0% | +12.9% | -1.4% |
| 6M | +9.6% | -22.7% | +32.3% | +13.7% |
| YTD | +40.9% | -56.3% | +97.2% | +61.5% |
| 1Y | +53.0% | -57.7% | +110.7% | +76.2% |
| 3Y | +74.1% | -16.5% | +90.6% | +68.6% |
| All | +76.2% | -53.4% | +129.6% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling