+11.3%
O vs FDX
+65.6%
-54.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.5% |
| 7D | +5.8% | +8.1% | -2.3% | +4.7% |
| 30D | +10.7% | +13.9% | -3.3% | +8.8% |
| 3M | -4.5% | +5.5% | -10.1% | -5.3% |
| 6M | -4.1% | +15.1% | -19.2% | -6.2% |
| YTD | +9.8% | +43.2% | -33.4% | +6.3% |
| 1Y | +11.3% | +65.0% | -53.7% | +4.8% |
| All | +11.3% | +65.6% | -54.3% | +4.8% |
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