-17.3%
META vs FDX
+80.8%
-98.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | +6.7% | -2.5% | +9.2% | +7.1% |
| 30D | +4.8% | +3.8% | +1.0% | +4.2% |
| 3M | -1.6% | -1.3% | -0.3% | -1.4% |
| 6M | -7.5% | +5.0% | -12.5% | -10.3% |
| YTD | -6.4% | +39.6% | -46.0% | -13.8% |
| 1Y | -17.3% | +81.1% | -98.5% | -26.8% |
| All | -17.3% | +80.8% | -98.1% | -26.8% |
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 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