+31.8%
BA vs FDX
+153.7%
-121.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.9% |
| 7D | +1.1% | -1.6% | +2.7% | +1.9% |
| 30D | -7.9% | +6.6% | -14.5% | -11.2% |
| 3M | -25.3% | -2.1% | -23.3% | -25.0% |
| 6M | -24.6% | +2.2% | -26.7% | -26.3% |
| YTD | -20.1% | +33.9% | -54.1% | -33.2% |
| 1Y | -11.8% | +50.2% | -62.0% | -30.9% |
| 3Y | -10.1% | +65.5% | -75.7% | -37.0% |
| 5Y | -22.7% | +74.1% | -96.8% | -49.6% |
| All | +31.8% | +153.7% | -121.9% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling