+133.9%
BP vs FDX
+173.3%
-39.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +4.0% | -2.3% | +6.3% | +4.6% |
| 30D | +7.8% | -4.9% | +12.7% | +9.2% |
| 3M | +8.4% | -6.5% | +14.8% | +10.0% |
| 6M | +15.1% | +6.7% | +8.4% | +11.4% |
| YTD | +36.4% | +33.9% | +2.5% | +22.7% |
| 1Y | +40.9% | +72.2% | -31.3% | +16.6% |
| 3Y | +38.8% | +60.2% | -21.4% | +13.5% |
| 5Y | +141.1% | +62.9% | +78.1% | +88.7% |
| 10Y | +133.9% | +178.8% | -44.9% | +32.2% |
| All | +133.9% | +173.3% | -39.4% | +32.2% |
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