+78.2%
O vs FDX
+160.0%
-81.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +10.3% | +9.3% | +1.0% | +8.2% |
| 3M | -3.5% | +0.5% | -3.9% | -3.7% |
| 6M | -1.3% | +5.3% | -6.6% | -2.8% |
| YTD | +10.3% | +38.6% | -28.3% | +1.8% |
| 1Y | +10.4% | +53.5% | -43.1% | -0.5% |
| 3Y | +40.0% | +74.2% | -34.2% | +19.0% |
| 5Y | +12.4% | +75.3% | -62.9% | -7.3% |
| 10Y | +78.2% | +156.3% | -78.1% | +15.1% |
| All | +78.2% | +160.0% | -81.8% | +15.1% |
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