+85,040.9%
ASML vs FDX
+2,995.5%
+82,045.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -5.4% |
| 7D | -10.0% | +8.1% | -18.2% | -13.8% |
| 30D | -19.4% | +13.9% | -33.4% | -24.9% |
| 3M | -12.5% | +5.5% | -18.0% | -15.6% |
| 6M | +8.2% | +15.1% | -6.9% | -0.2% |
| YTD | +40.7% | +43.2% | -2.5% | +15.3% |
| 1Y | +46.1% | +65.0% | -18.9% | +10.9% |
| 3Y | +138.5% | +75.7% | +62.8% | +67.5% |
| 5Y | +84.2% | +84.4% | -0.2% | +22.2% |
| 10Y | +1,505.1% | +174.4% | +1,330.7% | +689.2% |
| All | +85,040.9% | +2,995.5% | +82,045.5% | +11,762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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