+55.0%
FERG vs FDX
+62.0%
-7.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | 0.0% |
| 7D | +3.4% | -3.3% | +6.7% | +4.6% |
| 30D | -11.5% | -1.4% | -10.1% | -11.1% |
| 3M | +1.3% | -4.5% | +5.8% | +2.7% |
| 6M | -1.0% | +9.4% | -10.4% | -4.6% |
| YTD | +3.2% | +36.0% | -32.8% | -7.8% |
| 1Y | -3.0% | +75.5% | -78.5% | -20.6% |
| 3Y | +55.0% | +62.8% | -7.8% | +27.7% |
| All | +55.0% | +62.0% | -7.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · 6 months rolling