+7,433.0%
FIX vs FDX
+1,594.8%
+5,838.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.8% | -10.0% |
| 7D | -27.2% | +2.9% | -30.2% | -28.3% |
| 30D | -46.9% | +9.6% | -56.5% | -49.1% |
| 3M | -44.4% | +2.4% | -46.8% | -45.4% |
| 6M | -50.9% | +9.2% | -60.1% | -53.1% |
| YTD | +3.5% | +37.7% | -34.2% | -10.5% |
| 1Y | -2.1% | +56.1% | -58.2% | -19.9% |
| 3Y | +418.7% | +68.9% | +349.8% | +294.9% |
| 5Y | +894.6% | +79.0% | +815.6% | +606.2% |
| 10Y | +3,465.5% | +163.9% | +3,301.6% | +1,927.2% |
| All | +7,433.0% | +1,594.8% | +5,838.2% | +2,241.3% |
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