+565.2%
FLEX vs FDX
+153.7%
+411.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +6.1% |
| 7D | -19.3% | -1.6% | -17.7% | -18.7% |
| 30D | -41.5% | +6.6% | -48.1% | -43.8% |
| 3M | -43.1% | -2.1% | -41.0% | -43.0% |
| 6M | -48.2% | +2.2% | -50.4% | -49.2% |
| YTD | +15.5% | +33.9% | -18.5% | -2.3% |
| 1Y | +10.2% | +50.2% | -40.0% | -12.6% |
| 3Y | +256.8% | +65.5% | +191.3% | +154.2% |
| 5Y | +408.2% | +74.1% | +334.2% | +233.9% |
| All | +565.2% | +153.7% | +411.5% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling