-26.4%
BA vs FDX
+74.7%
-101.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -1.1% | +5.2% | -6.3% | -3.1% |
| 30D | -7.1% | +11.3% | -18.4% | -11.2% |
| 3M | -25.5% | -4.1% | -21.4% | -24.5% |
| 6M | -28.7% | +9.6% | -38.4% | -31.9% |
| YTD | -21.0% | +40.9% | -61.9% | -32.6% |
| 1Y | -11.9% | +53.0% | -64.9% | -27.5% |
| 3Y | -16.2% | +74.1% | -90.2% | -38.2% |
| All | -26.4% | +74.7% | -101.1% | -45.3% |
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