+1,579.9%
T vs FDX
+4,056.7%
-2,476.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.3% |
| 7D | +1.0% | -1.6% | +2.7% | +1.4% |
| 30D | -10.6% | +6.6% | -17.2% | -11.9% |
| 3M | -7.7% | -2.1% | -5.7% | -7.4% |
| 6M | -13.3% | +2.2% | -15.5% | -14.0% |
| YTD | -8.8% | +33.9% | -42.7% | -15.3% |
| 1Y | -8.4% | +50.2% | -58.6% | -17.2% |
| 3Y | +59.6% | +65.5% | -5.9% | +37.2% |
| 5Y | +52.1% | +74.1% | -22.0% | +25.7% |
| 10Y | +56.9% | +156.7% | -99.8% | +11.7% |
| All | +1,579.9% | +4,056.7% | -2,476.8% | +543.9% |
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