+86.4%
META vs FDX
+74.7%
+11.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.5% |
| 3M | +7.9% | -4.1% | +12.0% | +9.3% |
| 6M | +4.2% | +9.6% | -5.4% | -0.5% |
| YTD | -2.5% | +40.9% | -43.4% | -17.3% |
| 1Y | +5.6% | +53.0% | -47.4% | -13.6% |
| 3Y | +96.8% | +74.1% | +22.7% | +40.8% |
| All | +86.4% | +74.7% | +11.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling