+64.7%
BLK vs FDX
+59.1%
+5.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.7% |
| 7D | -2.7% | -2.3% | -0.3% | -2.0% |
| 30D | -4.8% | -4.9% | +0.1% | -3.3% |
| 3M | +6.5% | -6.5% | +12.9% | +8.4% |
| 6M | +13.2% | +6.7% | +6.5% | +10.1% |
| YTD | +1.8% | +33.9% | -32.1% | -7.8% |
| 1Y | -1.0% | +72.2% | -73.1% | -17.2% |
| All | +64.7% | +59.1% | +5.6% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling