+62.8%
FDX vs BTDR
+8.5%
+54.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.7% |
| 7D | -3.3% | +22.4% | -25.7% | -4.1% |
| 30D | -1.4% | +16.5% | -17.8% | -2.2% |
| 3M | -4.5% | -31.5% | +27.0% | -3.6% |
| 6M | +9.4% | +74.0% | -64.6% | +5.8% |
| YTD | +36.0% | +13.0% | +23.0% | +33.2% |
| 1Y | +75.5% | -0.2% | +75.7% | +71.4% |
| 3Y | +62.8% | +9.9% | +52.9% | +52.9% |
| All | +62.8% | +8.5% | +54.3% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling