+175.5%
FDX vs BB
+3.3%
+172.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -1.4% | -12.4% | +11.0% | +0.4% |
| 3M | -4.5% | -15.3% | +10.8% | -3.2% |
| 6M | +9.4% | +128.8% | -119.4% | -6.1% |
| YTD | +36.0% | +107.7% | -71.6% | +18.3% |
| 1Y | +75.5% | +103.9% | -28.4% | +52.2% |
| 3Y | +62.8% | +72.6% | -9.8% | +38.1% |
| 5Y | +64.4% | -24.3% | +88.7% | +53.4% |
| 10Y | +175.5% | +3.1% | +172.3% | +87.4% |
| All | +175.5% | +3.3% | +172.2% | +87.4% |
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