+516.1%
FDX vs BTG
+392.0%
+124.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -1.3% | +23.1% | -24.4% | -2.3% |
| 6M | +5.0% | +3.5% | +1.6% | +4.5% |
| YTD | +39.6% | +25.5% | +14.2% | +37.7% |
| 1Y | +81.1% | +40.1% | +41.0% | +77.6% |
| 3Y | +63.0% | +101.1% | -38.1% | +56.5% |
| 5Y | +65.6% | +70.6% | -5.0% | +59.1% |
| 10Y | +183.4% | +152.1% | +31.2% | +163.9% |
| All | +516.1% | +392.0% | +124.1% | +375.7% |
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