+948.1%
FIX vs FDX
+72.6%
+875.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.2% | +6.3% |
| 7D | -17.5% | -1.6% | -15.8% | -17.2% |
| 30D | -41.6% | +6.6% | -48.2% | -42.9% |
| 3M | -40.6% | -2.1% | -38.5% | -40.5% |
| 6M | -49.4% | +2.2% | -51.5% | -50.0% |
| YTD | +9.2% | +33.9% | -24.8% | -1.1% |
| 1Y | +6.5% | +50.2% | -43.8% | -6.9% |
| 3Y | +448.7% | +65.5% | +383.2% | +350.6% |
| All | +948.1% | +72.6% | +875.5% | +755.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling