+58.8%
T vs FDX
+155.6%
-96.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -1.1% | +9.5% | -10.6% | -2.8% |
| 3M | -7.7% | -1.3% | -6.4% | -7.6% |
| 6M | -10.6% | +5.5% | -16.2% | -11.8% |
| YTD | -7.5% | +38.9% | -46.3% | -13.9% |
| 1Y | -7.4% | +58.8% | -66.2% | -16.1% |
| 3Y | +63.1% | +71.1% | -8.1% | +41.3% |
| 5Y | +55.2% | +76.3% | -21.1% | +30.2% |
| 10Y | +58.8% | +153.4% | -94.6% | +17.4% |
| All | +58.8% | +155.6% | -96.8% | +17.4% |
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