+149.2%
FDX vs BAX
-36.8%
+186.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | -1.6% | +12.1% | -13.8% | -5.3% |
| 30D | +6.6% | +7.6% | -1.0% | +3.8% |
| 3M | -2.1% | -4.5% | +2.4% | -1.0% |
| 6M | +2.2% | +52.0% | -49.9% | -12.5% |
| YTD | +33.9% | +35.1% | -1.2% | +17.8% |
| 1Y | +50.2% | +43.7% | +6.5% | +29.1% |
| 3Y | +65.5% | -20.9% | +86.5% | +68.9% |
| 5Y | +74.1% | -63.5% | +137.6% | +139.5% |
| All | +149.2% | -36.8% | +186.1% | +194.0% |
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