+156.3%
FDX vs BN
+289.4%
-133.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.4% | +1.6% |
| 7D | +0.2% | +3.6% | -3.5% | -1.6% |
| 30D | +9.3% | +15.9% | -6.6% | +1.6% |
| 3M | +0.5% | -2.3% | +2.8% | +1.5% |
| 6M | +5.3% | -8.4% | +13.7% | +9.5% |
| YTD | +38.6% | -5.9% | +44.5% | +40.8% |
| 1Y | +53.5% | -5.6% | +59.1% | +55.4% |
| 3Y | +74.2% | +104.2% | -30.0% | +16.0% |
| 5Y | +75.3% | +35.5% | +39.8% | +41.1% |
| 10Y | +156.3% | +285.2% | -129.0% | +21.9% |
| All | +156.3% | +289.4% | -133.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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