+4.9%
FSLR vs FDX
+74.0%
-69.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.2% |
| 7D | +6.8% | -3.3% | +10.1% | +8.0% |
| 30D | -14.7% | -1.4% | -13.3% | -14.6% |
| 3M | -22.6% | -4.5% | -18.0% | -21.5% |
| 6M | +12.7% | +9.4% | +3.3% | +7.0% |
| YTD | -18.4% | +36.0% | -54.4% | -26.9% |
| 1Y | +4.9% | +75.5% | -70.6% | -8.2% |
| All | +4.9% | +74.0% | -69.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling