+1,359.3%
BP vs FDX
+4,056.7%
-2,697.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.3% |
| 7D | -11.6% | -1.6% | -10.0% | -11.4% |
| 30D | 0.0% | +6.6% | -6.6% | -1.7% |
| 3M | +6.7% | -2.1% | +8.8% | +6.9% |
| 6M | +2.2% | +2.2% | 0.0% | +0.9% |
| YTD | +33.0% | +33.9% | -1.0% | +22.0% |
| 1Y | +30.7% | +50.2% | -19.5% | +16.4% |
| 3Y | +44.2% | +65.5% | -21.3% | +22.5% |
| 5Y | +105.1% | +74.1% | +31.1% | +67.5% |
| 10Y | +133.5% | +156.7% | -23.2% | +66.1% |
| All | +1,359.3% | +4,056.7% | -2,697.4% | +665.3% |
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