+5,283.0%
O vs FDX
+3,049.6%
+2,233.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | +10.3% | +9.3% | +1.0% | +7.5% |
| 3M | -3.5% | +0.5% | -3.9% | -3.8% |
| 6M | -1.3% | +5.3% | -6.6% | -3.3% |
| YTD | +10.3% | +38.6% | -28.3% | -0.6% |
| 1Y | +10.4% | +53.5% | -43.1% | -3.6% |
| 3Y | +40.0% | +74.2% | -34.2% | +13.8% |
| 5Y | +12.4% | +75.3% | -62.9% | -12.3% |
| 10Y | +78.2% | +156.3% | -78.1% | +14.1% |
| All | +5,283.0% | +3,049.6% | +2,233.4% | +2,067.9% |
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 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