+1,001.8%
TER vs FDX
+160.0%
+841.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.5% | +9.3% | +10.8% |
| 7D | -5.8% | +0.2% | -5.9% | -5.6% |
| 30D | -38.9% | +9.3% | -48.2% | -41.9% |
| 3M | -35.1% | +0.5% | -35.6% | -35.8% |
| 6M | -31.6% | +5.3% | -36.9% | -33.9% |
| YTD | +27.2% | +38.6% | -11.4% | +7.1% |
| 1Y | +35.2% | +53.5% | -18.3% | +7.6% |
| 3Y | +192.8% | +74.2% | +118.6% | +110.2% |
| 5Y | +72.4% | +75.3% | -2.8% | +19.4% |
| 10Y | +1,001.8% | +156.3% | +845.6% | +484.5% |
| All | +1,001.8% | +160.0% | +841.8% | +484.5% |
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 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