+40,454.4%
LOW vs FDX
+4,252.2%
+36,202.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +1.0% | -2.1% | +3.0% | +1.8% |
| 30D | +25.6% | +10.4% | +15.2% | +20.9% |
| 3M | +5.3% | +0.5% | +4.9% | +5.1% |
| 6M | +3.7% | +6.5% | -2.7% | +0.7% |
| YTD | -1.9% | +40.2% | -42.1% | -14.8% |
| 1Y | +0.6% | +52.1% | -51.5% | -15.4% |
| 3Y | +26.4% | +72.8% | -46.4% | -2.2% |
| 5Y | +10.1% | +76.3% | -66.2% | -18.6% |
| 10Y | +301.3% | +155.7% | +145.5% | +141.2% |
| All | +40,454.4% | +4,252.2% | +36,202.2% | +7,771.7% |
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 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