+57.8%
T vs FDX
+74.7%
-16.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.5% | +5.2% | -2.6% | +2.0% |
| 30D | -3.8% | +11.3% | -15.1% | -4.9% |
| 3M | -8.7% | -4.1% | -4.6% | -8.4% |
| 6M | -8.1% | +9.6% | -17.8% | -9.2% |
| YTD | -6.4% | +40.9% | -47.3% | -10.2% |
| 1Y | -9.8% | +53.0% | -62.8% | -14.1% |
| 3Y | +65.5% | +74.1% | -8.6% | +52.2% |
| All | +57.8% | +74.7% | -16.8% | +45.7% |
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