+307.3%
SPY vs FDX
+160.0%
+147.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.3% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -3.3% | +9.3% | -12.6% | -6.0% |
| 3M | -2.4% | +0.5% | -2.9% | -2.8% |
| 6M | +2.6% | +5.3% | -2.8% | +0.3% |
| YTD | +11.2% | +38.6% | -27.4% | -1.0% |
| 1Y | +13.4% | +53.5% | -40.1% | -2.5% |
| 3Y | +79.9% | +74.2% | +5.7% | +43.3% |
| 5Y | +72.2% | +75.3% | -3.1% | +32.6% |
| 10Y | +307.3% | +156.3% | +151.1% | +150.7% |
| All | +307.3% | +160.0% | +147.3% | +150.7% |
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