+66.1%
FDX vs BEN
+57.6%
+8.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.9% |
| 7D | -2.5% | +0.2% | -2.8% | -2.7% |
| 30D | +3.8% | -0.5% | +4.3% | +3.9% |
| 3M | -1.3% | +9.7% | -11.0% | -5.3% |
| 6M | +5.0% | +33.9% | -28.9% | -7.6% |
| YTD | +39.6% | +49.0% | -9.3% | +17.3% |
| 1Y | +81.1% | +42.1% | +39.0% | +54.8% |
| All | +66.1% | +57.6% | +8.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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