+1,872.1%
T vs FDX
+4,233.7%
-2,361.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -1.3% | -2.5% | +1.3% | -0.7% |
| 30D | +11.4% | +3.8% | +7.6% | +10.4% |
| 3M | +14.3% | -1.3% | +15.6% | +14.4% |
| 6M | -9.3% | +5.0% | -14.3% | -10.8% |
| YTD | +7.1% | +39.6% | -32.5% | -1.4% |
| 1Y | -9.1% | +81.1% | -90.2% | -21.3% |
| 3Y | +105.3% | +63.0% | +42.3% | +77.1% |
| 5Y | +66.8% | +65.6% | +1.2% | +39.4% |
| 10Y | +66.8% | +183.4% | -116.6% | +16.1% |
| All | +1,872.1% | +4,233.7% | -2,361.5% | +649.2% |
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