+14.4%
FIX vs FDX
+65.6%
-51.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.6% | -18.7% | -16.3% |
| 7D | -18.9% | +8.1% | -27.1% | -21.6% |
| 30D | -36.3% | +13.9% | -50.2% | -39.8% |
| 3M | -38.5% | +5.5% | -44.1% | -40.2% |
| 6M | -42.3% | +15.1% | -57.4% | -46.1% |
| YTD | +17.1% | +43.2% | -26.1% | -0.4% |
| 1Y | +14.4% | +65.0% | -50.7% | -3.2% |
| All | +14.4% | +65.6% | -51.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling