+72.6%
XYZ vs FDX
+64.2%
+8.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.8% |
| 7D | +12.1% | -1.6% | +13.8% | +13.1% |
| 30D | +12.4% | +6.6% | +5.8% | +9.9% |
| 3M | +8.2% | -2.1% | +10.2% | +9.1% |
| 6M | +20.7% | +2.2% | +18.5% | +19.3% |
| YTD | +31.3% | +33.9% | -2.6% | +15.0% |
| 1Y | +20.5% | +50.2% | -29.7% | +0.4% |
| 3Y | +72.6% | +65.5% | +7.1% | +28.6% |
| All | +72.6% | +64.2% | +8.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling