+65.5%
FDX vs BN
+90.6%
-25.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -1.6% | +5.3% | -7.0% | -3.8% |
| 30D | +6.6% | +11.9% | -5.3% | +1.6% |
| 3M | -2.1% | -5.7% | +3.7% | +0.3% |
| 6M | +2.2% | -10.6% | +12.8% | +6.7% |
| YTD | +33.9% | -9.4% | +43.3% | +38.0% |
| 1Y | +50.2% | -8.8% | +59.0% | +54.0% |
| 3Y | +65.5% | +95.6% | -30.1% | +27.7% |
| All | +65.5% | +90.6% | -25.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling