+1,527.5%
META vs FDX
+451.2%
+1,076.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | +6.7% | -2.5% | +9.2% | +7.7% |
| 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% | -10.2% |
| YTD | -6.4% | +39.6% | -46.0% | -19.3% |
| 1Y | -17.3% | +81.1% | -98.5% | -36.2% |
| 3Y | +109.9% | +63.0% | +46.9% | +61.9% |
| 5Y | +65.4% | +65.6% | -0.2% | +23.4% |
| 10Y | +391.8% | +183.4% | +208.5% | +171.4% |
| All | +1,527.5% | +451.2% | +1,076.3% | +679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling