+251.7%
BAC vs FDX
+160.0%
+91.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +0.7% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -6.9% | +9.3% | -16.2% | -10.6% |
| 3M | -19.6% | +0.5% | -20.0% | -20.0% |
| 6M | -0.5% | +5.3% | -5.8% | -3.7% |
| YTD | -6.6% | +38.6% | -45.2% | -20.9% |
| 1Y | -3.0% | +53.5% | -56.5% | -21.7% |
| 3Y | +97.3% | +74.2% | +23.1% | +43.8% |
| 5Y | +21.9% | +75.3% | -53.4% | -15.4% |
| 10Y | +251.7% | +156.3% | +95.4% | +41.6% |
| All | +251.7% | +160.0% | +91.6% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling