+512.3%
FDX vs BTG
+336.6%
+175.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.9% |
| 7D | +0.8% | -5.9% | +6.7% | +1.0% |
| 30D | +9.9% | -5.0% | +14.9% | +10.0% |
| 3M | -1.9% | -4.5% | +2.6% | -1.9% |
| 6M | +6.1% | -7.0% | +13.1% | +6.0% |
| YTD | +38.8% | +11.4% | +27.4% | +37.4% |
| 1Y | +50.0% | +20.1% | +29.8% | +48.0% |
| 3Y | +71.0% | +81.5% | -10.4% | +64.8% |
| 5Y | +72.5% | +32.1% | +40.3% | +67.2% |
| 10Y | +153.1% | +166.4% | -13.3% | +135.4% |
| All | +512.3% | +336.6% | +175.8% | +374.6% |
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 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