+10.9%
JPM vs FDX
+59.9%
-49.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +2.7% | +10.4% | -7.7% | -0.1% |
| 3M | -4.7% | +0.5% | -5.1% | -4.8% |
| 6M | +15.6% | +6.5% | +9.1% | +12.0% |
| YTD | +8.6% | +40.2% | -31.6% | -11.9% |
| 1Y | +10.9% | +52.1% | -41.2% | -15.7% |
| All | +10.9% | +59.9% | -49.0% | -15.7% |
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