+177.2%
FDX vs BBY
+252.7%
-75.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -4.5% | +9.4% | -13.9% | -7.9% |
| 3M | -7.3% | +19.3% | -26.7% | -13.8% |
| 6M | +7.5% | +47.9% | -40.4% | -8.6% |
| YTD | +35.1% | +39.6% | -4.5% | +16.8% |
| 1Y | +71.4% | +22.2% | +49.2% | +55.2% |
| 3Y | +60.8% | +45.0% | +15.8% | +31.7% |
| 5Y | +65.5% | +2.6% | +62.9% | +48.9% |
| All | +177.2% | +252.7% | -75.5% | +83.7% |
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