+702.3%
GOOG vs FDX
+155.8%
+546.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +3.0% | +5.2% | -2.2% | +1.3% |
| 30D | -14.9% | +11.3% | -26.2% | -18.0% |
| 3M | -14.9% | -4.1% | -10.8% | -13.9% |
| 6M | -26.6% | +9.6% | -36.2% | -29.3% |
| YTD | -6.6% | +40.9% | -47.5% | -18.0% |
| 1Y | +5.1% | +53.0% | -47.9% | -10.4% |
| 3Y | +121.0% | +74.1% | +46.9% | +72.0% |
| 5Y | +97.3% | +75.1% | +22.2% | +48.9% |
| All | +702.3% | +155.8% | +546.5% | +409.5% |
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 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