+13.3%
FSLR vs FDX
+65.3%
-52.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -13.7% | +3.8% | -17.5% | -14.6% |
| 3M | -35.1% | -1.3% | -33.8% | -34.9% |
| 6M | +3.6% | +5.0% | -1.4% | +1.9% |
| YTD | -21.7% | +39.6% | -61.4% | -27.9% |
| 1Y | +1.3% | +81.1% | -79.8% | -11.9% |
| All | +13.3% | +65.3% | -52.0% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling