+81.1%
FDX vs BTDR
-4.8%
+85.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | -2.5% | +20.0% | -22.5% | -3.0% |
| 30D | +3.8% | +11.9% | -8.1% | +3.3% |
| 3M | -1.3% | -36.9% | +35.6% | +0.1% |
| 6M | +5.0% | +56.5% | -51.5% | +2.5% |
| YTD | +39.6% | +10.4% | +29.2% | +36.9% |
| 1Y | +81.1% | +3.1% | +78.0% | +86.1% |
| All | +81.1% | -4.8% | +85.9% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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