-0.9%
BA vs FDX
+65.4%
-66.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.2% | -2.5% | +3.7% | +2.1% |
| 30D | -11.6% | +3.8% | -15.4% | -13.1% |
| 3M | -2.4% | -1.3% | -1.1% | -2.3% |
| 6M | -6.6% | +5.0% | -11.6% | -9.2% |
| YTD | -2.2% | +39.6% | -41.9% | -15.5% |
| 1Y | -8.0% | +81.1% | -89.1% | -28.8% |
| 3Y | -5.0% | +63.0% | -68.0% | -26.5% |
| All | -0.9% | +65.4% | -66.4% | -30.4% |
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 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