+175.5%
FDX vs BN
+259.6%
-84.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.3% |
| 7D | -3.3% | -1.2% | -2.1% | -2.7% |
| 30D | -1.4% | -10.9% | +9.5% | +4.3% |
| 3M | -4.5% | -11.1% | +6.6% | +1.0% |
| 6M | +9.4% | -4.4% | +13.8% | +11.1% |
| YTD | +36.0% | -14.1% | +50.2% | +44.8% |
| 1Y | +75.5% | -11.1% | +86.6% | +82.8% |
| 3Y | +62.8% | +75.6% | -12.8% | +16.3% |
| 5Y | +64.4% | +35.8% | +28.6% | +31.4% |
| 10Y | +175.5% | +261.6% | -86.1% | +33.3% |
| All | +175.5% | +259.6% | -84.1% | +33.3% |
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