+18.8%
BX vs FDX
+63.0%
-44.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.8% |
| 7D | -5.7% | -2.3% | -3.3% | -4.5% |
| 30D | -8.9% | -4.9% | -4.0% | -6.6% |
| 3M | +8.4% | -6.5% | +14.8% | +11.7% |
| 6M | +18.9% | +6.7% | +12.3% | +13.5% |
| YTD | -13.6% | +33.9% | -47.5% | -27.6% |
| 1Y | -22.4% | +72.2% | -94.6% | -43.6% |
| 3Y | +26.0% | +60.2% | -34.2% | -9.4% |
| 5Y | +18.8% | +62.9% | -44.2% | -20.0% |
| All | +18.8% | +63.0% | -44.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling