+10,451.6%
TER vs FDX
+4,207.2%
+6,244.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.2% |
| 7D | +24.0% | +0.8% | +23.2% | +23.6% |
| 30D | -30.6% | +9.9% | -40.5% | -33.9% |
| 3M | -34.5% | -1.9% | -32.6% | -34.2% |
| 6M | -26.4% | +6.1% | -32.4% | -28.9% |
| YTD | +36.4% | +38.8% | -2.4% | +15.9% |
| 1Y | +47.4% | +50.0% | -2.6% | +20.4% |
| 3Y | +202.6% | +71.0% | +131.5% | +124.0% |
| 5Y | +83.9% | +72.5% | +11.4% | +31.7% |
| 10Y | +1,068.0% | +153.1% | +914.9% | +545.7% |
| All | +10,451.6% | +4,207.2% | +6,244.4% | +1,946.6% |
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