+3,916.3%
FDX vs BN
+15,687.7%
-11,771.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -1.6% | +5.3% | -7.0% | -3.6% |
| 30D | +6.6% | +11.9% | -5.3% | +2.1% |
| 3M | -2.1% | -5.7% | +3.7% | +0.1% |
| 6M | +2.2% | -10.6% | +12.8% | +6.3% |
| YTD | +33.9% | -9.4% | +43.3% | +37.8% |
| 1Y | +50.2% | -8.8% | +59.0% | +53.9% |
| 3Y | +65.5% | +95.6% | -30.1% | +25.0% |
| 5Y | +74.1% | +30.2% | +43.9% | +50.5% |
| 10Y | +156.7% | +277.0% | -120.3% | +48.8% |
| All | +3,916.3% | +15,687.7% | -11,771.4% | +1,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling