+1,079.5%
FDX vs BB
+307.3%
+772.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.2% |
| 7D | -1.6% | +3.8% | -5.4% | -2.1% |
| 30D | +6.6% | -0.3% | +7.0% | +6.3% |
| 3M | -2.1% | -0.5% | -1.6% | -2.7% |
| 6M | +2.2% | +45.9% | -43.7% | -3.9% |
| YTD | +33.9% | +130.6% | -96.7% | +18.9% |
| 1Y | +50.2% | +89.2% | -38.9% | +36.2% |
| 3Y | +65.5% | +137.5% | -72.0% | +41.4% |
| 5Y | +74.1% | -20.9% | +95.0% | +64.4% |
| 10Y | +156.7% | +25.4% | +131.3% | +107.8% |
| All | +1,079.5% | +307.3% | +772.2% | +683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling