+65.0%
FDX vs BR
-14.2%
+79.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | +8.1% | +7.0% | +1.2% | +7.8% |
| 30D | +13.9% | +19.0% | -5.1% | +13.3% |
| 3M | +5.5% | +13.1% | -7.6% | +5.2% |
| 6M | +15.1% | +24.6% | -9.5% | +16.1% |
| YTD | +43.2% | -13.6% | +56.8% | +43.6% |
| 1Y | +65.0% | -13.1% | +78.2% | +65.7% |
| All | +65.0% | -14.2% | +79.3% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling