+122.9%
FIX vs FDX
+80.8%
+42.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +6.0% | -2.5% | +8.6% | +7.3% |
| 30D | -7.2% | +3.8% | -11.0% | -9.3% |
| 3M | -15.9% | -1.3% | -14.5% | -15.4% |
| 6M | +12.7% | +5.0% | +7.7% | +7.6% |
| YTD | +72.8% | +39.6% | +33.1% | +50.7% |
| 1Y | +122.9% | +81.1% | +41.8% | +98.3% |
| All | +122.9% | +80.8% | +42.1% | +98.3% |
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 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