+165.3%
FDX vs Z
+6.9%
+158.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -2.1% | -11.6% | +9.5% | -0.4% |
| 6M | +2.2% | -33.6% | +35.8% | +9.1% |
| 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% | +62.5% |
| 5Y | +74.1% | -55.3% | +129.3% | +82.8% |
| 10Y | +156.7% | -14.2% | +170.9% | +110.4% |
| All | +165.3% | +6.9% | +158.5% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling