+3,604.4%
FIX vs FDX
+152.0%
+3,452.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | +17.0% | +0.8% | +16.2% | +16.6% |
| 30D | -30.6% | +9.9% | -40.5% | -33.6% |
| 3M | -35.0% | -1.9% | -33.1% | -34.9% |
| 6M | -44.0% | +6.1% | -50.0% | -45.8% |
| YTD | +21.1% | +38.8% | -17.6% | +3.6% |
| 1Y | +16.3% | +50.0% | -33.7% | -3.9% |
| 3Y | +507.4% | +71.0% | +436.4% | +350.2% |
| 5Y | +1,052.1% | +72.5% | +979.6% | +713.3% |
| All | +3,604.4% | +152.0% | +3,452.4% | +1,684.5% |
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