+66.3%
FDX vs BTSG
+476.3%
-410.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.0% |
| 7D | +0.2% | +4.4% | -4.2% | -0.5% |
| 30D | +9.3% | +8.5% | +0.8% | +7.8% |
| 3M | +0.5% | +10.8% | -10.3% | -1.4% |
| 6M | +5.3% | +26.1% | -20.8% | +0.4% |
| YTD | +38.6% | +84.6% | -46.1% | +22.9% |
| 1Y | +53.5% | +108.7% | -55.1% | +32.9% |
| All | +66.3% | +476.3% | -410.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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