+153.5%
FDX vs BBY
+288.1%
-134.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.2% | +4.5% | +0.7% | +3.5% |
| 30D | +11.3% | +16.8% | -5.5% | +4.7% |
| 3M | -4.1% | +23.2% | -27.3% | -11.9% |
| 6M | +9.6% | +91.9% | -82.3% | -15.8% |
| YTD | +40.9% | +61.6% | -20.7% | +14.7% |
| 1Y | +53.0% | +43.9% | +9.1% | +30.2% |
| 3Y | +74.1% | +88.6% | -14.6% | +28.4% |
| 5Y | +75.1% | -3.1% | +78.2% | +61.0% |
| All | +153.5% | +288.1% | -134.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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