-79.1%
FIG vs FDX
+83.3%
-162.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -16.3% | -2.5% | -13.8% | -16.5% |
| 30D | -14.3% | +3.8% | -18.1% | -13.8% |
| 3M | +7.2% | -1.3% | +8.5% | +7.6% |
| 6M | -18.6% | +5.0% | -23.6% | -18.6% |
| YTD | -35.5% | +39.6% | -75.1% | -41.1% |
| 1Y | -55.8% | +81.1% | -136.9% | -64.1% |
| All | -79.1% | +83.3% | -162.4% | -83.0% |
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