+50.3%
BP vs FDX
+74.4%
-24.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +3.8% | +5.2% | -1.4% | +3.2% |
| 30D | -5.3% | +11.3% | -16.6% | -6.6% |
| 3M | +9.3% | -4.1% | +13.4% | +9.8% |
| 6M | +7.2% | +9.6% | -2.4% | +5.4% |
| YTD | +38.0% | +40.9% | -2.9% | +28.4% |
| 1Y | +33.2% | +53.0% | -19.8% | +21.7% |
| 3Y | +50.3% | +74.1% | -23.8% | +28.0% |
| All | +50.3% | +74.4% | -24.1% | +28.0% |
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 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