+98.5%
FLEX vs FDX
+80.8%
+17.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | -0.9% | -2.5% | +1.6% | +1.0% |
| 30D | -10.1% | +3.8% | -13.9% | -13.1% |
| 3M | -31.3% | -1.3% | -30.0% | -30.8% |
| 6M | +71.3% | +5.0% | +66.2% | +59.3% |
| YTD | +81.2% | +39.6% | +41.6% | +52.9% |
| 1Y | +98.5% | +81.1% | +17.4% | +57.8% |
| All | +98.5% | +80.8% | +17.7% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling