+12,471.5%
FIX vs FDX
+1,618.7%
+10,852.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +6.0% | -2.5% | +8.6% | +7.1% |
| 30D | -7.2% | +3.8% | -11.0% | -8.9% |
| 3M | -15.9% | -1.3% | -14.5% | -15.4% |
| 6M | +12.7% | +5.0% | +7.7% | +10.0% |
| YTD | +72.8% | +39.6% | +33.1% | +49.3% |
| 1Y | +122.9% | +81.1% | +41.8% | +72.1% |
| 3Y | +774.3% | +63.0% | +711.3% | +578.3% |
| 5Y | +2,049.5% | +65.6% | +1,983.9% | +1,482.9% |
| 10Y | +5,821.5% | +183.4% | +5,638.1% | +3,179.5% |
| All | +12,471.5% | +1,618.7% | +10,852.8% | +3,804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling