+1,008.9%
BE vs FDX
+89.1%
+919.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.2% | +11.2% |
| 7D | +29.8% | -3.3% | +33.1% | +32.2% |
| 30D | +26.4% | -1.4% | +27.8% | +27.2% |
| 3M | +9.3% | -4.5% | +13.8% | +12.3% |
| 6M | +105.1% | +9.4% | +95.7% | +92.6% |
| YTD | +219.0% | +36.0% | +183.0% | +162.9% |
| 1Y | +418.8% | +75.5% | +343.2% | +264.6% |
| 3Y | +1,784.6% | +62.8% | +1,721.8% | +1,185.2% |
| 5Y | +1,251.0% | +64.4% | +1,186.6% | +774.3% |
| All | +1,008.9% | +89.1% | +919.8% | +310.8% |
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