+870.1%
BX vs FDX
+346.1%
+524.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +8.2% | +9.5% | -1.3% | +2.3% |
| 3M | -12.7% | -1.3% | -11.3% | -12.0% |
| 6M | +1.0% | +5.5% | -4.6% | -3.1% |
| YTD | -17.2% | +38.9% | -56.1% | -34.4% |
| 1Y | -11.6% | +58.8% | -70.4% | -35.8% |
| 3Y | +36.8% | +71.1% | -34.4% | -10.1% |
| 5Y | +4.8% | +76.3% | -71.5% | -35.0% |
| 10Y | +672.8% | +153.4% | +519.4% | +219.3% |
| All | +870.1% | +346.1% | +524.0% | +114.5% |
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