+495.8%
FSLR vs FDX
+153.7%
+342.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.7% |
| 7D | +15.3% | -1.6% | +17.0% | +16.0% |
| 30D | +11.7% | +6.6% | +5.1% | +9.0% |
| 3M | -17.6% | -2.1% | -15.5% | -17.2% |
| 6M | -7.7% | +2.2% | -9.9% | -8.7% |
| YTD | -23.0% | +33.9% | -56.9% | -31.1% |
| 1Y | -26.0% | +50.2% | -76.3% | -36.5% |
| 3Y | +36.9% | +65.5% | -28.7% | +8.9% |
| 5Y | +72.9% | +74.1% | -1.1% | +29.3% |
| All | +495.8% | +153.7% | +342.1% | +245.0% |
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