+67.5%
FDX vs BTSG
+406.1%
-338.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -2.5% | +2.7% | -5.2% | -2.9% |
| 30D | +3.8% | -3.6% | +7.4% | +4.3% |
| 3M | -1.3% | +5.8% | -7.1% | -3.0% |
| 6M | +5.0% | +44.7% | -39.7% | -2.6% |
| YTD | +39.6% | +62.2% | -22.5% | +26.6% |
| 1Y | +81.1% | +152.1% | -71.0% | +50.6% |
| All | +67.5% | +406.1% | -338.6% | +18.3% |
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