+1,077.0%
TER vs FDX
+156.7%
+920.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.8% |
| 7D | +5.9% | -2.1% | +7.9% | +7.5% |
| 30D | -30.8% | +10.4% | -41.2% | -34.4% |
| 3M | -29.9% | +0.5% | -30.4% | -30.5% |
| 6M | -27.5% | +6.5% | -33.9% | -30.3% |
| YTD | +37.5% | +40.2% | -2.8% | +15.0% |
| 1Y | +50.3% | +52.1% | -1.8% | +20.5% |
| 3Y | +204.9% | +72.8% | +132.1% | +119.8% |
| 5Y | +89.2% | +76.3% | +12.9% | +30.6% |
| 10Y | +1,077.0% | +155.7% | +921.2% | +507.7% |
| All | +1,077.0% | +156.7% | +920.2% | +507.7% |
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