-80.9%
FIG vs FDX
+75.7%
-156.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.3% |
| 7D | -14.5% | -2.3% | -12.1% | -14.6% |
| 30D | -13.3% | -4.9% | -8.4% | -13.6% |
| 3M | +7.4% | -6.5% | +13.9% | +7.5% |
| 6M | -27.8% | +6.7% | -34.4% | -28.7% |
| YTD | -41.1% | +33.9% | -75.0% | -46.4% |
| 1Y | -58.7% | +72.2% | -130.9% | -66.4% |
| All | -80.9% | +75.7% | -156.6% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling