+275.1%
BLK vs FDX
+182.5%
+92.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.3% | -3.3% | 0.0% | -1.9% |
| 30D | -6.5% | -4.5% | -2.0% | -4.7% |
| 3M | +6.7% | -7.3% | +14.1% | +9.9% |
| 6M | +14.7% | +7.5% | +7.2% | +10.1% |
| YTD | +2.5% | +35.1% | -32.6% | -11.1% |
| 1Y | -2.8% | +71.4% | -74.2% | -24.2% |
| 3Y | +65.9% | +60.8% | +5.1% | +27.3% |
| 5Y | +33.0% | +65.5% | -32.5% | -3.0% |
| All | +275.1% | +182.5% | +92.6% | +99.0% |
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