+71.7%
TER vs FDX
+74.7%
-3.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.2% |
| 7D | +14.4% | +5.2% | +9.2% | +11.4% |
| 30D | -30.6% | +11.3% | -41.9% | -34.6% |
| 3M | -39.2% | -4.1% | -35.1% | -38.1% |
| 6M | -31.3% | +9.6% | -40.9% | -35.1% |
| YTD | +29.1% | +40.9% | -11.8% | +7.8% |
| 1Y | +47.4% | +53.0% | -5.6% | +18.1% |
| 3Y | +191.2% | +74.1% | +117.1% | +108.7% |
| All | +71.7% | +74.7% | -3.0% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling