-23.1%
BA vs FDX
+76.2%
-99.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.0% |
| 7D | -0.1% | +2.9% | -3.0% | -1.2% |
| 30D | -9.1% | +9.6% | -18.7% | -12.5% |
| 3M | -28.2% | +2.4% | -30.5% | -29.2% |
| 6M | -23.1% | +9.2% | -32.3% | -26.4% |
| YTD | -20.6% | +37.7% | -58.3% | -31.5% |
| 1Y | -12.7% | +56.1% | -68.8% | -28.9% |
| 3Y | -11.6% | +68.9% | -80.5% | -33.8% |
| 5Y | -23.1% | +79.0% | -102.1% | -44.2% |
| All | -23.1% | +76.2% | -99.4% | -44.2% |
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