+155.7%
FDX vs BAH
+211.3%
-55.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | +10.4% | +18.0% | -7.6% | +6.5% |
| 3M | +0.5% | +11.4% | -11.0% | -2.1% |
| 6M | +6.5% | +17.7% | -11.2% | +2.2% |
| YTD | +40.2% | +5.4% | +34.9% | +36.3% |
| 1Y | +52.1% | +2.8% | +49.3% | +48.4% |
| 3Y | +72.8% | -26.7% | +99.5% | +75.6% |
| 5Y | +76.3% | +8.1% | +68.2% | +52.1% |
| 10Y | +155.7% | +202.5% | -46.8% | +54.3% |
| All | +155.7% | +211.3% | -55.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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