+1,516.3%
FERG vs FDX
+480.5%
+1,035.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.5% |
| 7D | +8.2% | +0.8% | +7.4% | +8.1% |
| 30D | +14.4% | +9.9% | +4.5% | +12.7% |
| 3M | +4.3% | -1.9% | +6.3% | +4.7% |
| 6M | +7.9% | +6.1% | +1.8% | +6.8% |
| YTD | +16.3% | +38.8% | -22.5% | +10.5% |
| 1Y | +2.2% | +50.0% | -47.7% | -3.9% |
| 3Y | +67.3% | +71.0% | -3.7% | +53.5% |
| 5Y | +75.3% | +72.5% | +2.9% | +58.1% |
| 10Y | +421.0% | +153.1% | +267.9% | +369.8% |
| All | +1,516.3% | +480.5% | +1,035.8% | +1,311.5% |
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