+886.2%
TER vs FDX
+153.7%
+732.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.1% |
| 7D | -20.5% | -1.6% | -18.8% | -19.8% |
| 30D | -47.0% | +6.6% | -53.6% | -49.0% |
| 3M | -43.3% | -2.1% | -41.2% | -43.2% |
| 6M | -42.9% | +2.2% | -45.1% | -44.0% |
| YTD | +12.9% | +33.9% | -21.1% | -3.4% |
| 1Y | +18.2% | +50.2% | -32.1% | -5.0% |
| 3Y | +151.8% | +65.5% | +86.3% | +85.5% |
| 5Y | +54.2% | +74.1% | -19.8% | +7.0% |
| All | +886.2% | +153.7% | +732.5% | +442.4% |
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