+399.1%
BAC vs FDX
+185.1%
+214.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.1% | -2.5% | +3.6% | +2.2% |
| 30D | -0.4% | +3.8% | -4.2% | -2.2% |
| 3M | +16.9% | -1.3% | +18.2% | +17.0% |
| 6M | +26.6% | +5.0% | +21.6% | +22.4% |
| YTD | +15.8% | +39.6% | -23.9% | -2.0% |
| 1Y | +27.2% | +81.1% | -54.0% | -4.8% |
| 3Y | +132.4% | +63.0% | +69.4% | +75.3% |
| 5Y | +72.6% | +65.6% | +7.0% | +23.7% |
| All | +399.1% | +185.1% | +214.0% | +132.2% |
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 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