+4.4%
GOOGL vs FDX
+65.6%
-61.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.5% |
| 7D | -11.1% | +8.1% | -19.2% | -12.4% |
| 30D | -16.6% | +13.9% | -30.5% | -18.8% |
| 3M | -23.4% | +5.5% | -29.0% | -24.2% |
| 6M | -24.5% | +15.1% | -39.6% | -26.6% |
| YTD | -7.5% | +43.2% | -50.7% | -10.6% |
| 1Y | +4.4% | +65.0% | -60.7% | +3.4% |
| All | +4.4% | +65.6% | -61.3% | +3.4% |
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