+70.0%
FDX vs Z
-55.4%
+125.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | -1.6% | -4.6% | +2.9% | -0.9% |
| 30D | +6.6% | +8.3% | -1.7% | +4.7% |
| 3M | -2.1% | -11.6% | +9.5% | -0.4% |
| 6M | +2.2% | -33.6% | +35.8% | +9.0% |
| YTD | +33.9% | -56.7% | +90.6% | +53.8% |
| 1Y | +50.2% | -59.1% | +109.4% | +74.2% |
| 3Y | +65.5% | -20.4% | +85.9% | +61.9% |
| All | +70.0% | -55.4% | +125.4% | +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 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