+140.2%
W vs FDX
+185.4%
-45.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -4.2% | -2.5% | -1.6% | -2.3% |
| 30D | -7.6% | +3.8% | -11.4% | -10.5% |
| 3M | +37.2% | -1.3% | +38.5% | +38.1% |
| 6M | +26.3% | +5.0% | +21.3% | +19.9% |
| YTD | -1.0% | +39.6% | -40.6% | -25.0% |
| 1Y | +20.1% | +81.1% | -61.0% | -26.0% |
| 3Y | +37.8% | +63.0% | -25.2% | -7.7% |
| 5Y | -63.7% | +65.6% | -129.3% | -76.2% |
| All | +140.2% | +185.4% | -45.2% | -4.4% |
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