+163.6%
W vs FDX
+199.9%
-36.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -4.2% | -2.5% | -1.6% | -2.4% |
| 30D | -7.6% | +3.8% | -11.4% | -10.3% |
| 3M | +37.2% | -1.3% | +38.5% | +38.1% |
| 6M | +26.3% | +5.0% | +21.3% | +20.3% |
| YTD | -1.0% | +39.6% | -40.6% | -23.9% |
| 1Y | +20.1% | +81.1% | -61.0% | -24.0% |
| 3Y | +37.8% | +63.0% | -25.2% | -5.4% |
| 5Y | -63.7% | +65.6% | -129.3% | -75.5% |
| 10Y | +156.3% | +183.4% | -27.0% | +14.3% |
| All | +163.6% | +199.9% | -36.3% | +6.4% |
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 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