+78.0%
FERG vs FDX
+74.7%
+3.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +9.7% | +5.2% | +4.6% | +7.8% |
| 30D | +15.0% | +11.3% | +3.8% | +10.8% |
| 3M | +3.8% | -4.1% | +7.9% | +5.3% |
| 6M | +10.6% | +9.6% | +1.0% | +6.7% |
| YTD | +17.0% | +40.9% | -23.9% | +3.0% |
| 1Y | +7.1% | +53.0% | -45.9% | -8.4% |
| 3Y | +67.7% | +74.1% | -6.3% | +33.5% |
| All | +78.0% | +74.7% | +3.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling