+50.3%
FDX vs BTDR
+23.3%
+27.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.5% |
| 7D | -2.3% | +14.8% | -17.1% | -2.7% |
| 30D | -4.9% | +41.8% | -46.7% | -6.0% |
| 3M | -6.5% | -29.2% | +22.7% | -5.9% |
| 6M | +6.7% | +66.2% | -59.5% | +4.2% |
| YTD | +33.9% | +10.0% | +23.9% | +31.9% |
| 1Y | +72.2% | -11.0% | +83.2% | +69.8% |
| 3Y | +60.2% | +6.9% | +53.3% | +51.4% |
| 5Y | +62.9% | +24.7% | +38.3% | +53.5% |
| All | +50.3% | +23.3% | +27.0% | +41.1% |
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 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