-39.0%
U vs FDX
+83.2%
-122.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -3.8% | -2.5% | -1.3% | -2.3% |
| 30D | +17.5% | +3.8% | +13.7% | +14.9% |
| 3M | +38.7% | -1.3% | +40.0% | +38.9% |
| 6M | +104.4% | +5.0% | +99.4% | +94.6% |
| YTD | -5.7% | +39.6% | -45.3% | -26.5% |
| 1Y | +3.7% | +81.1% | -77.4% | -32.7% |
| 3Y | +12.3% | +63.0% | -50.7% | -27.1% |
| 5Y | -68.8% | +65.6% | -134.4% | -81.5% |
| All | -39.0% | +83.2% | -122.2% | -72.9% |
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