+7,917.6%
FLEX vs FDX
+2,728.3%
+5,189.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.9% | -2.5% | +1.6% | +0.6% |
| 30D | -10.1% | +3.8% | -13.9% | -12.3% |
| 3M | -31.3% | -1.3% | -30.0% | -30.7% |
| 6M | +71.3% | +5.0% | +66.2% | +67.0% |
| YTD | +81.2% | +39.6% | +41.6% | +49.4% |
| 1Y | +98.5% | +81.1% | +17.4% | +40.2% |
| 3Y | +428.2% | +63.0% | +365.2% | +275.4% |
| 5Y | +657.3% | +65.6% | +591.7% | +405.1% |
| 10Y | +995.9% | +183.4% | +812.6% | +398.9% |
| All | +7,917.6% | +2,728.3% | +5,189.4% | +1,130.1% |
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