+14.8%
W vs FDX
+74.0%
-59.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.0% |
| 7D | +6.5% | -3.3% | +9.8% | +8.4% |
| 30D | -6.2% | -1.4% | -4.8% | -5.8% |
| 3M | +48.9% | -4.5% | +53.4% | +52.0% |
| 6M | +31.2% | +9.4% | +21.8% | +21.8% |
| YTD | -0.4% | +36.0% | -36.5% | -19.5% |
| 1Y | +14.8% | +75.5% | -60.7% | -20.8% |
| All | +14.8% | +74.0% | -59.1% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling