-83.2%
FIG vs FDX
+84.9%
-168.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.7% |
| 7D | +3.4% | +5.2% | -1.8% | +3.1% |
| 30D | -9.5% | +11.3% | -20.7% | -9.2% |
| 3M | -26.2% | -4.1% | -22.1% | -26.7% |
| 6M | +2.7% | +9.6% | -7.0% | +3.8% |
| YTD | -48.0% | +40.9% | -88.9% | -52.6% |
| 1Y | -52.0% | +53.0% | -105.1% | -57.8% |
| All | -83.2% | +84.9% | -168.1% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling