+351.7%
FDX vs BR
+1,481.8%
-1,130.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.2% | +1.1% | +4.1% | +4.7% |
| 30D | +11.3% | +14.4% | -3.1% | +4.3% |
| 3M | -4.1% | +12.4% | -16.5% | -9.6% |
| 6M | +9.6% | +35.4% | -25.8% | -6.2% |
| YTD | +40.9% | -12.2% | +53.1% | +46.6% |
| 1Y | +53.0% | -12.7% | +65.8% | +59.7% |
| 3Y | +74.1% | +14.3% | +59.8% | +57.2% |
| 5Y | +75.1% | +19.3% | +55.8% | +51.8% |
| 10Y | +156.9% | +278.1% | -121.2% | +19.8% |
| All | +351.7% | +1,481.8% | -1,130.1% | -1.0% |
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