+518.7%
FDX vs BTG
+355.9%
+162.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | -2.1% | +1.4% | -3.4% | -2.1% |
| 30D | +10.4% | -1.1% | +11.5% | +10.4% |
| 3M | +0.5% | +2.5% | -2.1% | +0.2% |
| 6M | +6.5% | -3.1% | +9.5% | +6.3% |
| YTD | +40.2% | +16.3% | +23.9% | +38.6% |
| 1Y | +52.1% | +27.6% | +24.5% | +49.7% |
| 3Y | +72.8% | +89.5% | -16.7% | +66.2% |
| 5Y | +76.3% | +33.6% | +42.7% | +70.8% |
| 10Y | +155.7% | +178.2% | -22.5% | +137.5% |
| All | +518.7% | +355.9% | +162.8% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling