+424.8%
FLEX vs FDX
+74.7%
+350.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.7% |
| 7D | +7.5% | +5.2% | +2.3% | +5.1% |
| 30D | -25.3% | +11.3% | -36.6% | -28.9% |
| 3M | -39.7% | -4.1% | -35.6% | -38.8% |
| 6M | -47.9% | +9.6% | -57.5% | -50.1% |
| YTD | +24.1% | +40.9% | -16.8% | +7.1% |
| 1Y | +26.0% | +53.0% | -27.1% | +5.2% |
| 3Y | +282.7% | +74.1% | +208.6% | +190.1% |
| All | +424.8% | +74.7% | +350.1% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling