+156.3%
FDX vs BAH
+218.8%
-62.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.1% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +9.3% | +17.3% | -8.0% | +5.5% |
| 3M | +0.5% | +14.9% | -14.4% | -2.7% |
| 6M | +5.3% | +14.2% | -8.9% | +1.7% |
| YTD | +38.6% | +5.1% | +33.5% | +34.7% |
| 1Y | +53.5% | +2.1% | +51.5% | +50.1% |
| 3Y | +74.2% | -26.0% | +100.2% | +76.4% |
| 5Y | +75.3% | +9.0% | +66.3% | +50.7% |
| 10Y | +156.3% | +208.8% | -52.5% | +56.1% |
| All | +156.3% | +218.8% | -62.5% | +56.1% |
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