+153.4%
FDX vs BB
+28.9%
+124.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.5% | +11.6% | -11.1% | -1.2% |
| 30D | +9.5% | +2.6% | +6.9% | +8.6% |
| 3M | -1.3% | +3.5% | -4.8% | -2.8% |
| 6M | +5.5% | +43.5% | -38.0% | -2.7% |
| YTD | +38.9% | +141.2% | -102.3% | +17.3% |
| 1Y | +58.8% | +97.4% | -38.6% | +38.0% |
| 3Y | +71.1% | +151.1% | -80.0% | +36.4% |
| 5Y | +76.3% | -12.8% | +89.1% | +60.5% |
| 10Y | +153.4% | +27.5% | +125.9% | +70.4% |
| All | +153.4% | +28.9% | +124.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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