+71.5%
FDX vs BB
+154.0%
-82.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.7% |
| 7D | +0.8% | +9.0% | -8.2% | -0.1% |
| 30D | +9.9% | +7.7% | +2.2% | +8.8% |
| 3M | -1.9% | +4.0% | -5.9% | -2.9% |
| 6M | +6.1% | +46.6% | -40.5% | -0.3% |
| YTD | +38.8% | +140.6% | -101.8% | +22.5% |
| 1Y | +50.0% | +103.1% | -53.1% | +34.7% |
| All | +71.5% | +154.0% | -82.6% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling