+481.0%
JPM vs FDX
+156.7%
+324.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -2.5% | -2.1% | -0.4% | -1.7% |
| 30D | +2.7% | +10.4% | -7.7% | -1.1% |
| 3M | -4.7% | +0.5% | -5.1% | -5.1% |
| 6M | +15.6% | +6.5% | +9.1% | +12.0% |
| YTD | +8.6% | +40.2% | -31.6% | -5.9% |
| 1Y | +10.9% | +52.1% | -41.2% | -6.9% |
| 3Y | +149.9% | +72.8% | +77.1% | +91.5% |
| 5Y | +131.9% | +76.3% | +55.7% | +69.1% |
| 10Y | +481.0% | +155.7% | +325.3% | +185.2% |
| All | +481.0% | +156.7% | +324.3% | +185.2% |
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