+347.7%
FDX vs BR
+1,321.0%
-973.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.0% |
| 7D | -2.5% | -5.3% | +2.8% | 0.0% |
| 30D | +3.8% | +6.4% | -2.6% | +0.7% |
| 3M | -1.3% | +13.6% | -14.9% | -7.9% |
| 6M | +5.0% | -6.7% | +11.7% | +6.9% |
| YTD | +39.6% | -21.1% | +60.7% | +53.2% |
| 1Y | +81.1% | -29.6% | +110.7% | +109.8% |
| 3Y | +63.0% | -2.4% | +65.4% | +59.1% |
| 5Y | +65.6% | +11.2% | +54.4% | +48.0% |
| 10Y | +183.4% | +191.8% | -8.4% | +50.1% |
| All | +347.7% | +1,321.0% | -973.3% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling