+462.9%
META vs FDX
+155.8%
+307.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +5.2% | +5.2% | 0.0% | +3.2% |
| 30D | -13.0% | +11.3% | -24.3% | -16.6% |
| 3M | +7.9% | -4.1% | +12.0% | +9.2% |
| 6M | +4.2% | +9.6% | -5.4% | -0.6% |
| YTD | -2.5% | +40.9% | -43.4% | -16.9% |
| 1Y | +5.6% | +53.0% | -47.4% | -13.1% |
| 3Y | +96.8% | +74.1% | +22.7% | +45.8% |
| 5Y | +90.0% | +75.1% | +14.9% | +36.8% |
| All | +462.9% | +155.8% | +307.1% | +219.6% |
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