+66.1%
FDX vs BB
+59.1%
+7.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | -5.6% | +3.1% | -1.9% |
| 30D | +3.8% | -11.8% | +15.6% | +5.1% |
| 3M | -1.3% | -25.5% | +24.2% | +1.0% |
| 6M | +5.0% | +121.3% | -116.2% | -6.2% |
| YTD | +39.6% | +103.2% | -63.5% | +25.9% |
| 1Y | +81.1% | +102.6% | -21.5% | +62.6% |
| All | +66.1% | +59.1% | +7.0% | +43.6% |
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