+71.4%
BAC vs FDX
+65.4%
+6.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | -2.5% | +3.6% | +1.9% |
| 30D | -0.4% | +3.8% | -4.2% | -1.7% |
| 3M | +16.9% | -1.3% | +18.2% | +17.0% |
| 6M | +26.6% | +5.0% | +21.6% | +23.6% |
| YTD | +15.8% | +39.6% | -23.9% | +2.7% |
| 1Y | +27.2% | +81.1% | -54.0% | +3.1% |
| 3Y | +132.4% | +63.0% | +69.4% | +90.2% |
| All | +71.4% | +65.4% | +6.0% | +31.1% |
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