+39,776.7%
LOW vs FDX
+4,272.5%
+35,504.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +1.4% | +5.2% | -3.8% | -0.6% |
| 30D | +21.7% | +11.3% | +10.4% | +16.8% |
| 3M | +5.0% | -4.1% | +9.1% | +6.8% |
| 6M | +4.6% | +9.6% | -5.0% | +0.4% |
| YTD | -3.5% | +40.9% | -44.4% | -16.3% |
| 1Y | +0.5% | +53.0% | -52.5% | -15.6% |
| 3Y | +24.8% | +74.1% | -49.3% | -3.7% |
| 5Y | +6.5% | +75.1% | -68.6% | -21.1% |
| 10Y | +294.6% | +156.9% | +137.6% | +136.8% |
| All | +39,776.7% | +4,272.5% | +35,504.2% | +7,625.8% |
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