+1,497.9%
META vs FDX
+443.5%
+1,054.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -2.5% |
| 7D | -3.1% | +2.9% | -6.0% | -4.2% |
| 30D | -18.1% | +9.6% | -27.7% | -21.1% |
| 3M | +2.9% | +2.4% | +0.5% | +1.4% |
| 6M | +0.2% | +9.2% | -9.0% | -4.3% |
| YTD | -8.1% | +37.7% | -45.8% | -20.8% |
| 1Y | -4.5% | +56.1% | -60.6% | -21.9% |
| 3Y | +94.2% | +68.9% | +25.2% | +46.8% |
| 5Y | +79.1% | +79.0% | +0.1% | +29.2% |
| 10Y | +405.9% | +163.9% | +242.0% | +185.6% |
| All | +1,497.9% | +443.5% | +1,054.4% | +665.2% |
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