+642.7%
BX vs FDX
+182.3%
+460.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.3% |
| 7D | -8.9% | -3.9% | -5.1% | -7.1% |
| 30D | -14.8% | -3.3% | -11.5% | -13.4% |
| 3M | +6.9% | -2.0% | +8.9% | +7.5% |
| 6M | +16.3% | +8.0% | +8.2% | +10.5% |
| YTD | -16.1% | +35.0% | -51.1% | -29.3% |
| 1Y | -26.8% | +73.7% | -100.5% | -46.1% |
| 3Y | +22.4% | +61.6% | -39.1% | -9.8% |
| 5Y | +16.0% | +65.4% | -49.4% | -18.1% |
| All | +642.7% | +182.3% | +460.4% | +249.1% |
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 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