+67.1%
FDX vs BBWI
-66.0%
+133.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | +3.8% | -5.2% | +9.0% | +4.6% |
| 3M | -1.3% | +11.1% | -12.4% | -4.4% |
| 6M | +5.0% | -13.4% | +18.4% | +6.4% |
| YTD | +39.6% | +0.1% | +39.5% | +36.7% |
| 1Y | +81.1% | -36.1% | +117.3% | +93.6% |
| 3Y | +63.0% | -44.1% | +107.1% | +71.3% |
| All | +67.1% | -66.0% | +133.1% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling