+127.7%
BP vs FDX
+160.0%
-32.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.9% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -3.6% | +9.3% | -12.9% | -6.2% |
| 3M | +8.4% | +0.5% | +7.9% | +7.8% |
| 6M | +5.3% | +5.3% | 0.0% | +2.8% |
| YTD | +33.2% | +38.6% | -5.4% | +18.3% |
| 1Y | +28.2% | +53.5% | -25.4% | +10.0% |
| 3Y | +49.2% | +74.2% | -25.0% | +18.8% |
| 5Y | +102.9% | +75.3% | +27.6% | +55.0% |
| 10Y | +127.7% | +156.3% | -28.6% | +30.8% |
| All | +127.7% | +160.0% | -32.3% | +30.8% |
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 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