+22.6%
BAC vs FDX
+74.7%
-52.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +3.2% | +5.2% | -2.0% | +1.5% |
| 30D | -0.7% | +11.3% | -12.0% | -4.1% |
| 3M | -20.0% | -4.1% | -15.9% | -19.0% |
| 6M | +3.4% | +9.6% | -6.2% | -0.3% |
| YTD | -5.7% | +40.9% | -46.6% | -17.0% |
| 1Y | -1.4% | +53.0% | -54.5% | -15.7% |
| 3Y | +97.9% | +74.1% | +23.8% | +57.6% |
| All | +22.6% | +74.7% | -52.1% | -3.5% |
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 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