+18.0%
BAC vs FDX
+72.6%
-54.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.2% |
| 7D | -1.2% | -1.6% | +0.5% | -0.6% |
| 30D | -7.7% | +6.6% | -14.3% | -9.6% |
| 3M | -21.2% | -2.1% | -19.1% | -20.8% |
| 6M | -6.8% | +2.2% | -9.0% | -8.1% |
| YTD | -8.7% | +33.9% | -42.6% | -18.3% |
| 1Y | -5.3% | +50.2% | -55.5% | -18.5% |
| 3Y | +87.4% | +65.5% | +21.9% | +51.8% |
| All | +18.0% | +72.6% | -54.6% | -6.6% |
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 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