-63.1%
W vs FDX
+65.4%
-128.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -4.2% | -2.5% | -1.6% | -2.0% |
| 30D | -7.6% | +3.8% | -11.4% | -11.0% |
| 3M | +37.2% | -1.3% | +38.5% | +38.1% |
| 6M | +26.3% | +5.0% | +21.3% | +18.4% |
| YTD | -1.0% | +39.6% | -40.6% | -29.4% |
| 1Y | +20.1% | +81.1% | -61.0% | -33.4% |
| 3Y | +37.8% | +63.0% | -25.2% | -17.9% |
| All | -63.1% | +65.4% | -128.6% | -80.5% |
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