+174.9%
FDX vs Z
+4.2%
+170.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | +0.8% | -4.9% | +5.7% | +1.7% |
| 30D | +9.9% | +3.0% | +6.9% | +8.9% |
| 3M | -1.9% | -13.4% | +11.5% | +0.1% |
| 6M | +6.1% | -27.3% | +33.4% | +11.3% |
| YTD | +38.8% | -57.8% | +96.6% | +60.1% |
| 1Y | +50.0% | -60.0% | +110.0% | +74.6% |
| 3Y | +71.0% | -21.5% | +92.6% | +68.4% |
| 5Y | +72.5% | -55.0% | +127.4% | +80.9% |
| 10Y | +153.1% | -18.8% | +171.9% | +109.4% |
| All | +174.9% | +4.2% | +170.8% | +112.8% |
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