+379.6%
META vs FDX
+180.6%
+199.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | +6.7% | -2.5% | +9.2% | +7.8% |
| 30D | +4.8% | +3.8% | +1.0% | +3.2% |
| 3M | -1.6% | -1.3% | -0.3% | -1.5% |
| 6M | -7.5% | +5.0% | -12.5% | -10.3% |
| YTD | -6.4% | +39.6% | -46.0% | -19.5% |
| 1Y | -17.3% | +81.1% | -98.5% | -36.4% |
| 3Y | +109.9% | +63.0% | +46.9% | +61.0% |
| 5Y | +65.4% | +65.6% | -0.2% | +22.3% |
| All | +379.6% | +180.6% | +199.0% | +168.9% |
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