+13,447.0%
GOOG vs FDX
+515.0%
+12,931.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +1.1% | -3.3% | +4.4% | +2.3% |
| 30D | -5.1% | -1.4% | -3.7% | -4.6% |
| 3M | -7.1% | -4.5% | -2.6% | -5.8% |
| 6M | +12.7% | +9.4% | +3.2% | +8.1% |
| YTD | +7.1% | +36.0% | -28.9% | -5.7% |
| 1Y | +43.6% | +75.5% | -31.9% | +14.4% |
| 3Y | +146.8% | +62.8% | +84.0% | +93.4% |
| 5Y | +133.7% | +64.4% | +69.3% | +76.8% |
| 10Y | +773.3% | +175.5% | +597.9% | +393.1% |
| All | +13,447.0% | +515.0% | +12,931.9% | +4,962.9% |
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