+35,474.8%
LOW vs FDX
+4,233.7%
+31,241.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -7.0% | +3.8% | -10.8% | -8.5% |
| 3M | -0.9% | -1.3% | +0.4% | -0.7% |
| 6M | -20.1% | +5.0% | -25.1% | -22.1% |
| YTD | -13.9% | +39.6% | -53.5% | -25.1% |
| 1Y | -21.1% | +81.1% | -102.3% | -38.3% |
| 3Y | -6.6% | +63.0% | -69.7% | -26.2% |
| 5Y | +9.4% | +65.6% | -56.3% | -17.5% |
| 10Y | +220.5% | +183.4% | +37.1% | +84.9% |
| All | +35,474.8% | +4,233.7% | +31,241.2% | +6,814.5% |
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