+11,715.7%
GOOG vs FDX
+537.1%
+11,178.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +3.0% | +5.2% | -2.2% | +1.1% |
| 30D | -14.9% | +11.3% | -26.2% | -18.4% |
| 3M | -14.9% | -4.1% | -10.8% | -13.8% |
| 6M | -26.6% | +9.6% | -36.2% | -29.7% |
| YTD | -6.6% | +40.9% | -47.5% | -19.1% |
| 1Y | +5.1% | +53.0% | -47.9% | -11.9% |
| 3Y | +121.0% | +74.1% | +46.9% | +68.4% |
| 5Y | +97.3% | +75.1% | +22.2% | +45.8% |
| 10Y | +683.2% | +156.9% | +526.3% | +355.2% |
| All | +11,715.7% | +537.1% | +11,178.6% | +4,244.6% |
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