+62.8%
FDX vs BTG
+101.2%
-38.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.5% |
| 7D | -3.3% | +4.8% | -8.1% | -3.5% |
| 30D | -1.4% | +8.3% | -9.7% | -1.8% |
| 3M | -4.5% | +32.3% | -36.8% | -6.1% |
| 6M | +9.4% | +3.0% | +6.5% | +8.3% |
| YTD | +36.0% | +21.9% | +14.1% | +33.8% |
| 1Y | +75.5% | +28.2% | +47.3% | +72.1% |
| 3Y | +62.8% | +99.9% | -37.1% | +57.6% |
| All | +62.8% | +101.2% | -38.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling