+52.6%
FSLR vs FDX
+74.7%
-22.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -14.8% | +5.2% | -20.0% | -15.9% |
| 30D | -4.3% | +11.3% | -15.6% | -6.8% |
| 3M | -23.4% | -4.1% | -19.3% | -22.8% |
| 6M | -26.9% | +9.6% | -36.6% | -28.6% |
| YTD | -34.4% | +40.9% | -75.3% | -39.3% |
| 1Y | -33.2% | +53.0% | -86.2% | -39.3% |
| 3Y | +28.1% | +74.1% | -46.0% | +10.2% |
| All | +52.6% | +74.7% | -22.1% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling