+67.1%
FDX vs BAH
-3.4%
+70.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 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% | -0.6% |
| 6M | +5.0% | -5.7% | +10.7% | +5.4% |
| YTD | +39.6% | -11.7% | +51.4% | +40.4% |
| 1Y | +81.1% | -27.4% | +108.5% | +85.1% |
| 3Y | +63.0% | -32.5% | +95.6% | +64.2% |
| All | +67.1% | -3.4% | +70.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling