+14,183.4%
TER vs FDX
+4,233.7%
+9,949.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.9% |
| 30D | -8.3% | +3.8% | -12.1% | -10.3% |
| 3M | -12.2% | -1.3% | -10.9% | -11.6% |
| 6M | +17.1% | +5.0% | +12.0% | +14.6% |
| YTD | +84.7% | +39.6% | +45.0% | +57.0% |
| 1Y | +199.9% | +81.1% | +118.8% | +123.2% |
| 3Y | +232.8% | +63.0% | +169.7% | +153.2% |
| 5Y | +198.6% | +65.6% | +133.0% | +118.2% |
| 10Y | +1,669.7% | +183.4% | +1,486.4% | +827.6% |
| All | +14,183.4% | +4,233.7% | +9,949.8% | +2,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling