+177.0%
FDX vs BTG
+158.3%
+18.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -3.9% | -5.5% | +1.6% | -3.6% |
| 30D | -3.3% | +6.1% | -9.4% | -3.6% |
| 3M | -2.0% | +38.6% | -40.6% | -3.5% |
| 6M | +8.0% | +0.7% | +7.4% | +7.5% |
| YTD | +35.0% | +20.3% | +14.7% | +33.2% |
| 1Y | +73.7% | +25.0% | +48.6% | +70.9% |
| 3Y | +61.6% | +97.3% | -35.7% | +55.0% |
| 5Y | +65.4% | +78.3% | -12.9% | +58.5% |
| All | +177.0% | +158.3% | +18.7% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling