-6.4%
T vs FDX
+65.6%
-72.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.5% |
| 7D | +5.5% | +8.1% | -2.7% | +4.2% |
| 30D | -8.9% | +13.9% | -22.9% | -10.5% |
| 3M | -5.6% | +5.5% | -11.1% | -6.4% |
| 6M | -14.3% | +15.1% | -29.4% | -16.0% |
| YTD | -7.9% | +43.2% | -51.1% | -13.5% |
| 1Y | -6.4% | +65.0% | -71.5% | -15.7% |
| All | -6.4% | +65.6% | -72.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling