-24.8%
U vs FDX
+81.8%
-106.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -2.1% |
| 7D | +32.3% | +0.2% | +32.1% | +31.5% |
| 30D | +9.7% | +9.3% | +0.4% | +3.3% |
| 3M | +19.6% | +0.5% | +19.1% | +18.1% |
| 6M | +82.6% | +5.3% | +77.3% | +74.4% |
| YTD | +16.4% | +38.6% | -22.2% | -9.6% |
| 1Y | +28.5% | +53.5% | -25.1% | -7.5% |
| 3Y | +103.8% | +74.2% | +29.5% | +24.6% |
| 5Y | -70.0% | +75.3% | -145.3% | -82.7% |
| All | -24.8% | +81.8% | -106.6% | -66.7% |
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