+1,577.3%
FERG vs FDX
+486.5%
+1,090.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +6.4% | -2.1% | +8.5% | +6.8% |
| 30D | +19.9% | +10.4% | +9.5% | +18.1% |
| 3M | +5.6% | +0.5% | +5.1% | +5.5% |
| 6M | +9.2% | +6.5% | +2.8% | +8.1% |
| YTD | +20.6% | +40.2% | -19.6% | +14.5% |
| 1Y | +5.7% | +52.1% | -46.4% | -0.9% |
| 3Y | +73.6% | +72.8% | +0.8% | +59.0% |
| 5Y | +86.2% | +76.3% | +9.9% | +67.6% |
| 10Y | +440.7% | +155.7% | +284.9% | +386.7% |
| All | +1,577.3% | +486.5% | +1,090.7% | +1,362.1% |
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 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