+452.5%
TEAM vs FDX
+154.6%
+297.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -19.7% | -2.1% | -17.7% | -19.1% |
| 30D | -26.6% | +10.4% | -37.0% | -28.8% |
| 3M | -1.1% | +0.5% | -1.5% | -1.2% |
| 6M | +74.6% | +6.5% | +68.1% | +70.4% |
| YTD | -6.0% | +40.2% | -46.2% | -18.1% |
| 1Y | -3.2% | +52.1% | -55.3% | -18.1% |
| 3Y | -13.5% | +72.8% | -86.4% | -31.9% |
| 5Y | -65.5% | +76.3% | -141.8% | -73.7% |
| All | +452.5% | +154.6% | +297.9% | +287.1% |
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