+2,856.4%
AVGO vs FDX
+173.3%
+2,683.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.5% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | -13.7% | -4.9% | -8.8% | -12.1% |
| 3M | -6.9% | -6.5% | -0.5% | -4.7% |
| 6M | +5.8% | +6.7% | -0.9% | +1.7% |
| YTD | +5.7% | +33.9% | -28.2% | -8.7% |
| 1Y | +9.0% | +72.2% | -63.2% | -16.0% |
| 3Y | +340.5% | +60.2% | +280.3% | +233.8% |
| 5Y | +711.1% | +62.9% | +648.1% | +485.2% |
| 10Y | +2,856.4% | +178.8% | +2,677.6% | +1,365.5% |
| All | +2,856.4% | +173.3% | +2,683.1% | +1,365.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling