+593.0%
BE vs FDX
+86.2%
+506.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +5.0% |
| 7D | -14.7% | -1.6% | -13.1% | -13.9% |
| 30D | -40.5% | +6.6% | -47.1% | -42.8% |
| 3M | -24.3% | -2.1% | -22.3% | -23.8% |
| 6M | -39.3% | +2.2% | -41.5% | -40.5% |
| YTD | +99.4% | +33.9% | +65.4% | +65.3% |
| 1Y | +26.6% | +50.2% | -23.6% | -2.7% |
| 3Y | +1,616.9% | +65.5% | +1,551.4% | +1,051.9% |
| 5Y | +441.4% | +74.1% | +367.3% | +236.3% |
| All | +593.0% | +86.2% | +506.7% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling