+543.0%
XYZ vs FDX
+185.4%
+357.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -1.8% |
| 7D | +9.2% | +2.9% | +6.3% | +7.6% |
| 30D | +9.8% | +9.6% | +0.2% | +4.3% |
| 3M | -0.2% | +2.4% | -2.5% | -1.8% |
| 6M | +18.0% | +9.2% | +8.7% | +11.0% |
| YTD | +29.1% | +37.7% | -8.6% | +4.2% |
| 1Y | +14.1% | +56.1% | -42.0% | -14.9% |
| 3Y | +72.6% | +68.9% | +3.7% | +16.1% |
| 5Y | -64.6% | +79.0% | -143.6% | -77.4% |
| 10Y | +590.0% | +163.9% | +426.1% | +215.0% |
| All | +543.0% | +185.4% | +357.6% | +160.3% |
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