+1,462.0%
BA vs FDX
+4,173.5%
-2,711.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.1% |
| 7D | -0.1% | +2.9% | -3.0% | -1.2% |
| 30D | -9.1% | +9.6% | -18.7% | -12.3% |
| 3M | -28.2% | +2.4% | -30.5% | -29.1% |
| 6M | -23.1% | +9.2% | -32.3% | -26.2% |
| YTD | -20.6% | +37.7% | -58.3% | -30.5% |
| 1Y | -12.7% | +56.1% | -68.8% | -27.3% |
| 3Y | -11.6% | +68.9% | -80.5% | -30.5% |
| 5Y | -23.1% | +79.0% | -102.1% | -42.0% |
| 10Y | +34.4% | +163.9% | -129.5% | -13.6% |
| All | +1,462.0% | +4,173.5% | -2,711.5% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling