+3,644.4%
FIX vs FDX
+155.6%
+3,488.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -13.9% | +0.5% | -14.4% | -14.2% |
| 30D | -35.5% | +9.5% | -45.1% | -38.3% |
| 3M | -33.9% | -1.3% | -32.6% | -34.0% |
| 6M | -43.3% | +5.5% | -48.8% | -45.1% |
| YTD | +18.7% | +38.9% | -20.2% | +1.4% |
| 1Y | +13.8% | +58.8% | -45.0% | -8.5% |
| 3Y | +495.0% | +71.1% | +423.8% | +340.8% |
| 5Y | +1,049.0% | +76.3% | +972.7% | +701.1% |
| 10Y | +3,644.4% | +153.4% | +3,491.0% | +1,673.2% |
| All | +3,644.4% | +155.6% | +3,488.8% | +1,673.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling