+81.1%
FDX vs BTG
+38.4%
+42.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +3.8% | +36.8% | -33.0% | +1.4% |
| 3M | -1.3% | +23.1% | -24.4% | -3.2% |
| 6M | +5.0% | +3.5% | +1.6% | +3.2% |
| YTD | +39.6% | +25.5% | +14.2% | +36.8% |
| 1Y | +81.1% | +40.1% | +41.0% | +70.0% |
| All | +81.1% | +38.4% | +42.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling