+67.1%
FDX vs BAX
-65.4%
+132.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +3.8% | -5.5% | +9.2% | +5.2% |
| 3M | -1.3% | +33.5% | -34.8% | -8.7% |
| 6M | +5.0% | +35.9% | -30.8% | -3.6% |
| YTD | +39.6% | +35.4% | +4.3% | +27.3% |
| 1Y | +81.1% | +9.8% | +71.4% | +72.8% |
| 3Y | +63.0% | -32.7% | +95.8% | +71.7% |
| All | +67.1% | -65.4% | +132.5% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling