+1,117.8%
FDX vs BG
+954.5%
+163.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +5.2% | +2.6% | +2.6% | +4.5% |
| 30D | +11.3% | -6.7% | +17.9% | +13.3% |
| 3M | -4.1% | -9.3% | +5.2% | -2.0% |
| 6M | +9.6% | -18.3% | +28.0% | +14.9% |
| YTD | +40.9% | +16.2% | +24.7% | +33.0% |
| 1Y | +53.0% | +7.6% | +45.4% | +47.5% |
| 3Y | +74.1% | +6.6% | +67.5% | +65.5% |
| 5Y | +75.1% | +22.2% | +52.9% | +56.3% |
| 10Y | +156.9% | +112.0% | +44.9% | +87.4% |
| All | +1,117.8% | +954.5% | +163.3% | +623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling