+176.6%
FDX vs Z
+25.1%
+151.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -2.0% |
| 30D | +3.8% | -4.2% | +8.0% | +4.4% |
| 3M | -1.3% | -3.7% | +2.4% | -1.3% |
| 6M | +5.0% | -24.5% | +29.5% | +9.7% |
| YTD | +39.6% | -49.3% | +88.9% | +56.5% |
| 1Y | +81.1% | -58.7% | +139.8% | +110.3% |
| 3Y | +63.0% | -34.1% | +97.2% | +67.1% |
| 5Y | +65.6% | -64.5% | +130.2% | +80.7% |
| 10Y | +183.4% | -0.5% | +183.8% | +126.7% |
| All | +176.6% | +25.1% | +151.5% | +107.9% |
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