+1,335.7%
BP vs FDX
+4,233.7%
-2,898.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.9% | -2.5% | +6.5% | +4.6% |
| 30D | +7.6% | +3.8% | +3.8% | +6.5% |
| 3M | +0.7% | -1.3% | +2.0% | +0.7% |
| 6M | +15.5% | +5.0% | +10.5% | +13.0% |
| YTD | +30.8% | +39.6% | -8.8% | +19.1% |
| 1Y | +34.3% | +81.1% | -46.8% | +14.3% |
| 3Y | +35.1% | +63.0% | -28.0% | +15.3% |
| 5Y | +126.8% | +65.6% | +61.2% | +87.6% |
| 10Y | +123.4% | +183.4% | -60.0% | +55.6% |
| All | +1,335.7% | +4,233.7% | -2,898.0% | +647.1% |
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