+99.2%
GOOG vs FDX
+73.8%
+25.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | -15.5% | +9.9% | -25.4% | -18.0% |
| 3M | -13.7% | -1.9% | -11.8% | -13.4% |
| 6M | -23.0% | +6.1% | -29.0% | -24.8% |
| YTD | -5.7% | +38.8% | -44.5% | -15.7% |
| 1Y | +3.0% | +50.0% | -47.0% | -10.1% |
| 3Y | +122.4% | +71.0% | +51.4% | +75.8% |
| 5Y | +99.2% | +72.5% | +26.8% | +51.2% |
| All | +99.2% | +73.8% | +25.4% | +51.2% |
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 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