+43.2%
TER vs FDX
+65.6%
-22.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -9.3% |
| 7D | -19.9% | +8.1% | -28.0% | -24.6% |
| 30D | -43.5% | +13.9% | -57.5% | -49.1% |
| 3M | -37.8% | +5.5% | -43.3% | -41.3% |
| 6M | -25.6% | +15.1% | -40.7% | -35.6% |
| YTD | +29.8% | +43.2% | -13.4% | +0.3% |
| 1Y | +43.2% | +65.0% | -21.9% | +13.0% |
| All | +43.2% | +65.6% | -22.5% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling