+707.7%
BE vs FDX
+93.0%
+614.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.0% |
| 7D | +20.5% | +0.8% | +19.8% | +20.2% |
| 30D | -23.4% | +9.9% | -33.2% | -27.4% |
| 3M | -14.9% | -1.9% | -13.0% | -14.1% |
| 6M | -28.1% | +6.1% | -34.1% | -30.8% |
| YTD | +132.4% | +38.8% | +93.6% | +89.1% |
| 1Y | +59.4% | +50.0% | +9.4% | +23.7% |
| 3Y | +1,815.8% | +71.0% | +1,744.8% | +1,165.9% |
| 5Y | +491.3% | +72.5% | +418.8% | +271.9% |
| All | +707.7% | +93.0% | +614.7% | +195.4% |
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