-21.9%
BA vs FDX
+74.9%
-96.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.9% |
| 30D | -9.5% | +9.3% | -18.8% | -12.8% |
| 3M | -26.5% | +0.5% | -26.9% | -26.9% |
| 6M | -27.4% | +5.3% | -32.7% | -29.5% |
| YTD | -20.6% | +38.6% | -59.2% | -31.8% |
| 1Y | -11.4% | +53.5% | -65.0% | -27.3% |
| 3Y | -10.8% | +74.2% | -85.1% | -34.3% |
| 5Y | -21.9% | +75.3% | -97.2% | -42.2% |
| All | -21.9% | +74.9% | -96.8% | -42.2% |
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