+3,094.0%
SPY vs FDX
+3,498.5%
-404.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | +0.1% | +3.8% | -3.7% | -1.3% |
| 3M | +2.0% | -1.3% | +3.3% | +2.1% |
| 6M | +13.0% | +5.0% | +8.0% | +10.3% |
| YTD | +13.5% | +39.6% | -26.1% | +0.7% |
| 1Y | +20.0% | +81.1% | -61.2% | -2.7% |
| 3Y | +77.2% | +63.0% | +14.1% | +44.3% |
| 5Y | +81.9% | +65.6% | +16.3% | +42.7% |
| 10Y | +314.1% | +183.4% | +130.7% | +154.3% |
| All | +3,094.0% | +3,498.5% | -404.4% | +894.9% |
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