-50.9%
FIX vs FDX
+11.0%
-61.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.8% | -10.6% |
| 7D | -27.2% | +2.9% | -30.2% | -27.7% |
| 30D | -46.9% | +9.6% | -56.5% | -48.4% |
| 3M | -44.4% | +2.4% | -46.8% | -45.2% |
| 6M | -50.9% | +9.2% | -60.1% | -51.0% |
| All | -50.9% | +11.0% | -61.9% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling