+64.4%
FDX vs BR
+9.8%
+54.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -3.3% | -5.9% | +2.6% | -1.2% |
| 30D | -1.4% | +1.9% | -3.3% | -2.1% |
| 3M | -4.5% | +14.7% | -19.2% | -9.3% |
| 6M | +9.4% | -12.8% | +22.2% | +15.0% |
| YTD | +36.0% | -23.0% | +59.1% | +50.3% |
| 1Y | +75.5% | -31.7% | +107.2% | +104.6% |
| 3Y | +62.8% | -4.8% | +67.6% | +62.4% |
| 5Y | +64.4% | +7.8% | +56.6% | +44.1% |
| All | +64.4% | +9.8% | +54.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling