+65.3%
T vs FDX
+178.0%
-112.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | +7.6% | -1.4% | +9.0% | +7.9% |
| 3M | +15.3% | -4.5% | +19.8% | +16.1% |
| 6M | -8.5% | +9.4% | -17.9% | -10.5% |
| YTD | +6.8% | +36.0% | -29.2% | -0.2% |
| 1Y | -7.2% | +75.5% | -82.8% | -17.8% |
| 3Y | +108.2% | +62.8% | +45.5% | +82.3% |
| 5Y | +66.1% | +64.4% | +1.7% | +41.4% |
| 10Y | +65.3% | +175.5% | -110.2% | +9.3% |
| All | +65.3% | +178.0% | -112.7% | +9.3% |
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