+13,325.9%
BLK vs FDX
+1,195.9%
+12,130.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -3.6% | -2.5% | -1.1% | -2.4% |
| 30D | -1.0% | +3.8% | -4.8% | -2.8% |
| 3M | +10.4% | -1.3% | +11.7% | +10.5% |
| 6M | +8.2% | +5.0% | +3.1% | +4.5% |
| YTD | +6.0% | +39.6% | -33.6% | -10.9% |
| 1Y | +3.3% | +81.1% | -77.8% | -23.6% |
| 3Y | +70.3% | +63.0% | +7.2% | +26.6% |
| 5Y | +34.5% | +65.6% | -31.1% | -4.8% |
| 10Y | +281.9% | +183.4% | +98.6% | +90.6% |
| All | +13,325.9% | +1,195.9% | +12,130.0% | +3,840.8% |
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 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