+177.0%
FDX vs BG
+171.4%
+5.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -3.9% | +3.7% | -7.6% | -5.0% |
| 30D | -3.3% | +12.3% | -15.6% | -7.1% |
| 3M | -2.0% | -2.2% | +0.2% | -1.8% |
| 6M | +8.0% | +5.3% | +2.7% | +4.9% |
| YTD | +35.0% | +42.4% | -7.4% | +18.0% |
| 1Y | +73.7% | +55.2% | +18.5% | +46.4% |
| 3Y | +61.6% | +21.0% | +40.6% | +46.0% |
| 5Y | +65.4% | +87.1% | -21.8% | +21.5% |
| All | +177.0% | +171.4% | +5.6% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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