+64.4%
FDX vs BG
+84.8%
-20.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.5% |
| 7D | -3.3% | +2.4% | -5.7% | -3.9% |
| 30D | -1.4% | +15.0% | -16.4% | -4.5% |
| 3M | -4.5% | -0.7% | -3.9% | -4.7% |
| 6M | +9.4% | +7.5% | +1.9% | +6.7% |
| YTD | +36.0% | +41.6% | -5.6% | +23.7% |
| 1Y | +75.5% | +50.7% | +24.8% | +56.6% |
| 3Y | +62.8% | +20.3% | +42.5% | +51.3% |
| 5Y | +64.4% | +85.2% | -20.8% | +27.0% |
| All | +64.4% | +84.8% | -20.4% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling