+40.0%
O vs FDX
+70.4%
-30.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +10.3% | +9.3% | +1.0% | +9.3% |
| 3M | -3.5% | +0.5% | -3.9% | -3.6% |
| 6M | -1.3% | +5.3% | -6.6% | -2.0% |
| YTD | +10.3% | +38.6% | -28.3% | +6.6% |
| 1Y | +10.4% | +53.5% | -43.1% | +5.5% |
| 3Y | +40.0% | +74.2% | -34.2% | +23.5% |
| All | +40.0% | +70.4% | -30.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling