+404.3%
META vs FDX
+153.7%
+250.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.9% |
| 7D | -0.8% | -1.6% | +0.9% | -0.2% |
| 30D | -15.4% | +6.6% | -22.0% | -17.6% |
| 3M | +3.5% | -2.1% | +5.6% | +3.8% |
| 6M | -0.3% | +2.2% | -2.4% | -2.2% |
| YTD | -7.3% | +33.9% | -41.3% | -19.5% |
| 1Y | -1.1% | +50.2% | -51.3% | -18.2% |
| 3Y | +95.1% | +65.5% | +29.5% | +47.4% |
| 5Y | +80.6% | +74.1% | +6.5% | +30.2% |
| All | +404.3% | +153.7% | +250.6% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling