+631.8%
TEAM vs FDX
+206.8%
+425.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.7% | -13.4% | -15.3% |
| 7D | -19.8% | -1.6% | -18.2% | -19.3% |
| 30D | -21.5% | +6.6% | -28.1% | -23.1% |
| 3M | +39.5% | -2.1% | +41.6% | +40.5% |
| 6M | +73.1% | +2.2% | +70.9% | +71.0% |
| YTD | -5.2% | +33.9% | -39.2% | -16.6% |
| 1Y | -1.6% | +50.2% | -51.8% | -17.1% |
| 3Y | -11.4% | +65.5% | -77.0% | -29.9% |
| 5Y | -65.1% | +74.1% | -139.2% | -73.4% |
| 10Y | +471.3% | +156.7% | +314.6% | +250.2% |
| All | +631.8% | +206.8% | +425.0% | +318.5% |
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