+311.5%
SPY vs FDX
+178.0%
+133.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +0.5% | -3.3% | +3.9% | +1.6% |
| 30D | -0.9% | -1.4% | +0.4% | -0.6% |
| 3M | +3.9% | -4.5% | +8.4% | +5.1% |
| 6M | +14.5% | +9.4% | +5.1% | +10.4% |
| YTD | +12.9% | +36.0% | -23.1% | +1.2% |
| 1Y | +19.4% | +75.5% | -56.2% | -1.8% |
| 3Y | +78.5% | +62.8% | +15.7% | +45.4% |
| 5Y | +81.8% | +64.4% | +17.4% | +42.9% |
| 10Y | +311.5% | +175.5% | +136.1% | +144.6% |
| All | +311.5% | +178.0% | +133.5% | +144.6% |
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