+635.8%
BX vs FDX
+155.8%
+480.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | +0.6% | +5.2% | -4.6% | -2.0% |
| 30D | +14.2% | +11.3% | +3.0% | +8.3% |
| 3M | -18.7% | -4.1% | -14.6% | -17.0% |
| 6M | +2.5% | +9.6% | -7.2% | -2.7% |
| YTD | -18.8% | +40.9% | -59.7% | -33.1% |
| 1Y | -10.3% | +53.0% | -63.3% | -29.2% |
| 3Y | +35.4% | +74.1% | -38.7% | -3.9% |
| 5Y | +0.3% | +75.1% | -74.8% | -31.1% |
| All | +635.8% | +155.8% | +480.0% | +232.4% |
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