+1,348.4%
FERG vs FDX
+484.0%
+864.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -10.2% | +3.8% | -14.0% | -10.7% |
| 3M | -0.6% | -1.3% | +0.7% | -0.4% |
| 6M | -6.5% | +5.0% | -11.5% | -7.4% |
| YTD | +4.2% | +39.6% | -35.5% | -1.1% |
| 1Y | -2.3% | +81.1% | -83.4% | -10.7% |
| 3Y | +48.5% | +63.0% | -14.6% | +36.8% |
| 5Y | +72.0% | +65.6% | +6.4% | +55.2% |
| 10Y | +369.9% | +183.4% | +186.5% | +321.1% |
| All | +1,348.4% | +484.0% | +864.4% | +1,163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling