+1.9%
META vs FDX
+53.9%
-52.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | -10.8% | +9.5% | -20.3% | -11.0% |
| 3M | +7.9% | -1.3% | +9.2% | +9.1% |
| 6M | +5.4% | +5.5% | -0.1% | +5.3% |
| YTD | -2.6% | +38.9% | -41.5% | -9.1% |
| 1Y | +1.9% | +58.8% | -56.9% | -6.8% |
| All | +1.9% | +53.9% | -52.0% | -6.8% |
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