+70.0%
FDX vs BEN
+19.4%
+50.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.5% | -4.9% |
| 7D | -1.6% | +6.6% | -8.2% | -4.6% |
| 30D | +6.6% | +3.8% | +2.8% | +4.5% |
| 3M | -2.1% | +0.2% | -2.3% | -2.5% |
| 6M | +2.2% | +10.4% | -8.3% | -3.4% |
| YTD | +33.9% | +46.2% | -12.2% | +10.0% |
| 1Y | +50.2% | +52.3% | -2.0% | +20.6% |
| 3Y | +65.5% | +65.9% | -0.4% | +22.9% |
| All | +70.0% | +19.4% | +50.6% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling