+62.8%
FDX vs BR
-4.7%
+67.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.9% |
| 7D | -3.3% | -5.9% | +2.6% | -1.7% |
| 30D | -1.4% | +1.9% | -3.3% | -1.9% |
| 3M | -4.5% | +14.7% | -19.2% | -8.1% |
| 6M | +9.4% | -12.8% | +22.2% | +15.4% |
| YTD | +36.0% | -23.0% | +59.1% | +51.5% |
| 1Y | +75.5% | -31.7% | +107.2% | +107.8% |
| 3Y | +62.8% | -4.8% | +67.6% | +58.3% |
| All | +62.8% | -4.7% | +67.5% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling