+554.0%
XYZ vs FDX
+177.6%
+376.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +8.2% | -2.1% | +10.2% | +9.3% |
| 6M | +20.7% | +2.2% | +18.5% | +18.2% |
| YTD | +31.3% | +33.9% | -2.6% | +7.7% |
| 1Y | +20.5% | +50.2% | -29.7% | -8.1% |
| 3Y | +72.6% | +65.5% | +7.1% | +17.3% |
| 5Y | -64.0% | +74.1% | -138.1% | -76.7% |
| 10Y | +601.8% | +156.7% | +445.1% | +225.5% |
| All | +554.0% | +177.6% | +376.4% | +168.9% |
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 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