+65.5%
FDX vs BAH
-26.3%
+91.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.4% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | +6.6% | +24.3% | -17.6% | +4.8% |
| 3M | -2.1% | +16.3% | -18.4% | -3.3% |
| 6M | +2.2% | +13.6% | -11.4% | +1.2% |
| YTD | +33.9% | +3.5% | +30.5% | +32.8% |
| 1Y | +50.2% | +2.7% | +47.5% | +48.9% |
| 3Y | +65.5% | -26.6% | +92.1% | +62.0% |
| All | +65.5% | -26.3% | +91.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling