+726.4%
FSLR vs FDX
+319.9%
+406.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +1.3% |
| 30D | -13.7% | +3.8% | -17.5% | -15.6% |
| 3M | -35.1% | -1.3% | -33.8% | -34.9% |
| 6M | +3.6% | +5.0% | -1.4% | -0.2% |
| YTD | -21.7% | +39.6% | -61.4% | -35.7% |
| 1Y | +1.3% | +81.1% | -79.8% | -27.9% |
| 3Y | +9.7% | +63.0% | -53.3% | -22.9% |
| 5Y | +117.4% | +65.6% | +51.8% | +39.5% |
| 10Y | +435.5% | +183.4% | +252.1% | +106.9% |
| All | +726.4% | +319.9% | +406.5% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling