-6.8%
BAC vs FDX
+5.7%
-12.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.2% |
| 7D | -1.2% | -1.6% | +0.5% | -0.7% |
| 30D | -7.7% | +6.6% | -14.3% | -8.1% |
| 3M | -21.2% | -2.1% | -19.1% | -20.7% |
| 6M | -6.8% | +2.2% | -9.0% | -5.9% |
| All | -6.8% | +5.7% | -12.6% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling