+67.1%
FDX vs BUD
+46.3%
+20.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +3.8% | -5.7% | +9.5% | +5.9% |
| 3M | -1.3% | +3.1% | -4.4% | -2.6% |
| 6M | +5.0% | +7.9% | -2.9% | +1.8% |
| YTD | +39.6% | +27.3% | +12.3% | +27.7% |
| 1Y | +81.1% | +37.8% | +43.3% | +60.9% |
| 3Y | +63.0% | +49.8% | +13.2% | +36.5% |
| All | +67.1% | +46.3% | +20.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling