+72.2%
FDX vs BG
+51.5%
+20.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -4.9% | +10.3% | -15.2% | -5.5% |
| 3M | -6.5% | -1.9% | -4.6% | -6.7% |
| 6M | +6.7% | +5.2% | +1.4% | +5.4% |
| YTD | +33.9% | +41.2% | -7.3% | +27.2% |
| All | +72.2% | +51.5% | +20.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling