+634.6%
XYZ vs FDX
+155.6%
+479.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +12.6% | +0.5% | +12.1% | +12.5% |
| 30D | +10.8% | +9.5% | +1.3% | +5.3% |
| 3M | +8.4% | -1.3% | +9.7% | +9.0% |
| 6M | +14.3% | +5.5% | +8.8% | +9.8% |
| YTD | +31.5% | +38.9% | -7.4% | +5.4% |
| 1Y | +28.1% | +58.8% | -30.7% | -5.5% |
| 3Y | +66.2% | +71.1% | -5.0% | +10.3% |
| 5Y | -62.3% | +76.3% | -138.6% | -75.9% |
| 10Y | +634.6% | +153.4% | +481.2% | +223.2% |
| All | +634.6% | +155.6% | +479.0% | +223.2% |
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