+55.9%
FDX vs BTDR
-35.9%
+91.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | +0.5% | -7.4% | +7.8% | +0.6% |
| 30D | +9.5% | -33.4% | +43.0% | +10.6% |
| 3M | -1.3% | -26.3% | +24.9% | -0.9% |
| 6M | +5.5% | -52.4% | +57.9% | +6.8% |
| YTD | +38.9% | -42.8% | +81.7% | +39.0% |
| 1Y | +58.8% | -63.7% | +122.5% | +60.8% |
| 3Y | +71.1% | +61.5% | +9.7% | +64.5% |
| 5Y | +76.3% | -35.6% | +111.9% | +68.8% |
| All | +55.9% | -35.9% | +91.8% | +48.7% |
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