+38.3%
GOOG vs FDX
+73.7%
-35.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -2.5% | -3.9% | +1.4% | -1.6% |
| 30D | -3.6% | -3.3% | -0.3% | -2.9% |
| 3M | -6.4% | -2.0% | -4.5% | -6.1% |
| 6M | +7.8% | +8.0% | -0.3% | +5.4% |
| YTD | +5.5% | +35.0% | -29.5% | -0.7% |
| 1Y | +38.3% | +73.7% | -35.4% | +21.5% |
| All | +38.3% | +73.7% | -35.4% | +21.5% |
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 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