+1,046.7%
FIX vs FDX
+74.9%
+971.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +8.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.4% |
| 30D | -35.1% | +9.3% | -44.4% | -37.1% |
| 3M | -34.3% | +0.5% | -34.7% | -34.7% |
| 6M | -42.9% | +5.3% | -48.2% | -44.1% |
| YTD | +19.5% | +38.6% | -19.1% | +7.1% |
| 1Y | +16.8% | +53.5% | -36.8% | +1.5% |
| 3Y | +506.7% | +74.2% | +432.5% | +390.7% |
| 5Y | +1,046.7% | +75.3% | +971.4% | +828.7% |
| All | +1,046.7% | +74.9% | +971.8% | +828.7% |
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