+82.7%
O vs FDX
+155.6%
-72.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.5% | +0.5% | +3.1% | +3.4% |
| 30D | +10.4% | +9.5% | +0.9% | +8.2% |
| 3M | -2.4% | -1.3% | -1.1% | -2.3% |
| 6M | -1.2% | +5.5% | -6.7% | -2.8% |
| YTD | +10.4% | +38.9% | -28.5% | +1.8% |
| 1Y | +11.4% | +58.8% | -47.4% | -0.4% |
| 3Y | +40.4% | +71.1% | -30.7% | +19.9% |
| 5Y | +12.1% | +76.3% | -64.2% | -7.7% |
| 10Y | +82.7% | +153.4% | -70.7% | +15.9% |
| All | +82.7% | +155.6% | -72.9% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling