-83.7%
FIG vs FDX
+75.8%
-159.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.2% |
| 7D | -13.1% | -1.6% | -11.5% | -12.7% |
| 30D | -13.0% | +6.6% | -19.6% | -12.4% |
| 3M | -21.5% | -2.1% | -19.5% | -21.2% |
| 6M | -2.5% | +2.2% | -4.7% | -1.2% |
| YTD | -49.7% | +33.9% | -83.6% | -54.0% |
| 1Y | -59.1% | +50.2% | -109.3% | -64.4% |
| All | -83.7% | +75.8% | -159.5% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling