+99.1%
V vs FDX
+72.6%
+26.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +13.6% | +6.6% | +7.0% | +12.0% |
| 3M | +14.3% | -2.1% | +16.4% | +14.7% |
| 6M | +33.1% | +2.2% | +30.9% | +31.9% |
| YTD | +21.2% | +33.9% | -12.7% | +11.9% |
| 1Y | +26.4% | +50.2% | -23.8% | +13.4% |
| 3Y | +77.6% | +65.5% | +12.1% | +50.0% |
| All | +99.1% | +72.6% | +26.5% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling