+65.8%
FDX vs BAH
-32.2%
+98.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -2.3% |
| 30D | +3.8% | +2.0% | +1.8% | +3.6% |
| 3M | -1.3% | -7.6% | +6.3% | -0.7% |
| 6M | +5.0% | -5.7% | +10.7% | +5.4% |
| YTD | +39.6% | -11.7% | +51.4% | +40.2% |
| 1Y | +81.1% | -27.4% | +108.5% | +84.1% |
| All | +65.8% | -32.2% | +98.0% | +74.4% |
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