+420.9%
FSLR vs FDX
+152.0%
+268.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.9% |
| 7D | -12.0% | +0.8% | -12.8% | -12.3% |
| 30D | -7.7% | +9.9% | -17.5% | -10.9% |
| 3M | -24.0% | -1.9% | -22.1% | -23.7% |
| 6M | -24.4% | +6.1% | -30.5% | -26.3% |
| YTD | -34.0% | +38.8% | -72.8% | -41.7% |
| 1Y | -35.6% | +50.0% | -85.6% | -44.6% |
| 3Y | +28.7% | +71.0% | -42.4% | +1.1% |
| 5Y | +55.3% | +72.5% | -17.1% | +17.1% |
| All | +420.9% | +152.0% | +268.9% | +205.8% |
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