+149.2%
FDX vs BB
+23.8%
+125.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.4% |
| 7D | -1.6% | +3.8% | -5.4% | -2.2% |
| 30D | +6.6% | -0.3% | +7.0% | +6.2% |
| 3M | -2.1% | -0.5% | -1.6% | -3.0% |
| 6M | +2.2% | +45.9% | -43.7% | -6.1% |
| YTD | +33.9% | +130.6% | -96.7% | +13.8% |
| 1Y | +50.2% | +89.2% | -38.9% | +31.3% |
| 3Y | +65.5% | +137.5% | -72.0% | +33.0% |
| 5Y | +74.1% | -20.9% | +95.0% | +60.8% |
| All | +149.2% | +23.8% | +125.4% | +69.1% |
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