-63.9%
XYZ vs FDX
+72.6%
-136.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.3% |
| 7D | +12.1% | -1.6% | +13.8% | +13.5% |
| 30D | +12.4% | +6.6% | +5.8% | +8.4% |
| 3M | +8.2% | -2.1% | +10.2% | +9.3% |
| 6M | +20.7% | +2.2% | +18.5% | +18.1% |
| YTD | +31.3% | +33.9% | -2.6% | +6.5% |
| 1Y | +20.5% | +50.2% | -29.7% | -9.5% |
| 3Y | +72.6% | +65.5% | +7.1% | +11.8% |
| All | -63.9% | +72.6% | -136.5% | -78.9% |
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