+156.3%
FDX vs BAX
-35.6%
+191.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.7% |
| 7D | +0.2% | +9.0% | -8.9% | -2.6% |
| 30D | +9.3% | +8.5% | +0.8% | +6.1% |
| 3M | +0.5% | -4.1% | +4.6% | +1.4% |
| 6M | +5.3% | +46.9% | -41.6% | -8.6% |
| YTD | +38.6% | +38.4% | +0.2% | +21.0% |
| 1Y | +53.5% | +47.0% | +6.5% | +31.0% |
| 3Y | +74.2% | -14.9% | +89.2% | +73.1% |
| 5Y | +75.3% | -62.5% | +137.8% | +139.0% |
| 10Y | +156.3% | -33.9% | +190.2% | +199.8% |
| All | +156.3% | -35.6% | +191.9% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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