-37.5%
U vs FDX
+78.4%
-115.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.2% |
| 7D | +4.5% | -3.3% | +7.8% | +6.5% |
| 30D | -0.6% | -1.4% | +0.8% | +0.1% |
| 3M | +48.4% | -4.5% | +53.0% | +51.6% |
| 6M | +115.4% | +9.4% | +106.0% | +99.5% |
| YTD | -3.2% | +36.0% | -39.2% | -23.4% |
| 1Y | -6.0% | +75.5% | -81.6% | -37.9% |
| 3Y | +13.5% | +62.8% | -49.3% | -26.7% |
| 5Y | -68.0% | +64.4% | -132.4% | -80.9% |
| All | -37.5% | +78.4% | -115.9% | -71.8% |
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