+82.5%
SPY vs FDX
+65.4%
+17.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.8% |
| 30D | +0.1% | +3.8% | -3.7% | -1.0% |
| 3M | +2.0% | -1.3% | +3.3% | +2.1% |
| 6M | +13.0% | +5.0% | +8.0% | +10.8% |
| YTD | +13.5% | +39.6% | -26.1% | +2.9% |
| 1Y | +20.0% | +81.1% | -61.2% | +1.1% |
| 3Y | +77.2% | +63.0% | +14.1% | +48.8% |
| All | +82.5% | +65.4% | +17.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling