+3,916.3%
FDX vs BAX
+898.9%
+3,017.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | -1.6% | +12.1% | -13.8% | -5.1% |
| 30D | +6.6% | +7.6% | -1.0% | +3.9% |
| 3M | -2.1% | -4.5% | +2.4% | -1.1% |
| 6M | +2.2% | +52.0% | -49.9% | -11.6% |
| YTD | +33.9% | +35.1% | -1.2% | +19.0% |
| 1Y | +50.2% | +43.7% | +6.5% | +30.8% |
| 3Y | +65.5% | -20.9% | +86.5% | +68.5% |
| 5Y | +74.1% | -63.5% | +137.6% | +121.7% |
| 10Y | +156.7% | -36.0% | +192.7% | +171.9% |
| All | +3,916.3% | +898.9% | +3,017.4% | +1,616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling