-65.3%
TEAM vs FDX
+72.6%
-137.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.7% | -13.4% | -15.1% |
| 7D | -19.8% | -1.6% | -18.2% | -19.2% |
| 30D | -21.5% | +6.6% | -28.1% | -23.4% |
| 3M | +39.5% | -2.1% | +41.6% | +40.7% |
| 6M | +73.1% | +2.2% | +70.9% | +70.4% |
| YTD | -5.2% | +33.9% | -39.2% | -20.3% |
| 1Y | -1.6% | +50.2% | -51.8% | -22.1% |
| 3Y | -11.4% | +65.5% | -77.0% | -37.5% |
| All | -65.3% | +72.6% | -137.9% | -77.2% |
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 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