+11,186.3%
JPM vs FDX
+4,233.7%
+6,952.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | -2.5% | +2.8% | +1.5% |
| 30D | -0.2% | +3.8% | -4.0% | -2.0% |
| 3M | +15.9% | -1.3% | +17.2% | +16.0% |
| 6M | +20.9% | +5.0% | +15.9% | +16.8% |
| YTD | +12.9% | +39.6% | -26.8% | -4.8% |
| 1Y | +20.3% | +81.1% | -60.8% | -10.6% |
| 3Y | +160.9% | +63.0% | +97.9% | +94.1% |
| 5Y | +154.8% | +65.6% | +89.2% | +78.0% |
| 10Y | +591.1% | +183.4% | +407.7% | +239.9% |
| All | +11,186.3% | +4,233.7% | +6,952.6% | +1,687.0% |
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