-62.3%
XYZ vs FDX
+76.9%
-139.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +8.4% | -1.3% | +9.7% | +9.1% |
| 6M | +14.3% | +5.5% | +8.8% | +9.7% |
| YTD | +31.5% | +38.9% | -7.4% | +4.3% |
| 1Y | +28.1% | +58.8% | -30.7% | -6.9% |
| 3Y | +66.2% | +71.1% | -5.0% | +5.6% |
| 5Y | -62.3% | +76.3% | -138.6% | -78.5% |
| All | -62.3% | +76.9% | -139.2% | -78.5% |
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