+58.2%
FDX vs BTDR
-44.0%
+102.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.2% | +1.8% |
| 7D | +5.2% | -6.9% | +12.1% | +5.4% |
| 30D | +11.3% | -31.5% | +42.8% | +12.2% |
| 3M | -4.1% | -36.1% | +32.0% | -3.3% |
| 6M | +9.6% | -57.6% | +67.3% | +11.3% |
| YTD | +40.9% | -50.0% | +90.9% | +41.5% |
| 1Y | +53.0% | -49.6% | +102.6% | +53.5% |
| 3Y | +74.1% | +48.5% | +25.5% | +67.9% |
| 5Y | +75.1% | -43.8% | +118.9% | +68.3% |
| All | +58.2% | -44.0% | +102.2% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling