+1,107.0%
FDX vs BG
+1,131.5%
-24.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | +3.8% | +12.0% | -8.2% | +0.4% |
| 3M | -1.3% | -7.7% | +6.4% | +0.4% |
| 6M | +5.0% | +4.5% | +0.5% | +2.7% |
| YTD | +39.6% | +35.7% | +4.0% | +26.6% |
| 1Y | +81.1% | +50.1% | +31.1% | +58.8% |
| 3Y | +63.0% | +12.6% | +50.4% | +52.9% |
| 5Y | +65.6% | +75.4% | -9.8% | +33.6% |
| 10Y | +183.4% | +150.5% | +32.9% | +97.5% |
| All | +1,107.0% | +1,131.5% | -24.5% | +589.2% |
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