-10.1%
BA vs FDX
+64.2%
-74.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.6% |
| 30D | -7.9% | +6.6% | -14.5% | -9.8% |
| 3M | -25.3% | -2.1% | -23.3% | -25.1% |
| 6M | -24.6% | +2.2% | -26.7% | -25.5% |
| YTD | -20.1% | +33.9% | -54.1% | -28.2% |
| 1Y | -11.8% | +50.2% | -62.0% | -23.7% |
| 3Y | -10.1% | +65.5% | -75.7% | -28.4% |
| All | -10.1% | +64.2% | -74.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling