+75.3%
FDX vs BTDR
-33.6%
+108.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.4% | +3.2% |
| 7D | +0.2% | +7.1% | -6.9% | -0.1% |
| 30D | +9.3% | -31.4% | +40.7% | +10.3% |
| 3M | +0.5% | -39.2% | +39.7% | +1.4% |
| 6M | +5.3% | -50.9% | +56.2% | +6.5% |
| YTD | +38.6% | -41.0% | +79.6% | +38.6% |
| 1Y | +53.5% | -69.9% | +123.5% | +56.3% |
| 3Y | +74.2% | +87.3% | -13.0% | +67.3% |
| 5Y | +75.3% | -33.6% | +108.9% | +68.5% |
| All | +75.3% | -33.6% | +108.9% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling