+667.7%
GOOGL vs FDX
+156.7%
+511.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +1.6% | -2.1% | +3.6% | +2.2% |
| 30D | -16.8% | +10.4% | -27.2% | -19.6% |
| 3M | -14.6% | +0.5% | -15.0% | -15.0% |
| 6M | -24.4% | +6.5% | -30.9% | -26.5% |
| YTD | -6.1% | +40.2% | -46.3% | -17.3% |
| 1Y | +1.0% | +52.1% | -51.1% | -13.6% |
| 3Y | +123.4% | +72.8% | +50.6% | +74.7% |
| 5Y | +103.2% | +76.3% | +26.9% | +53.2% |
| 10Y | +667.7% | +155.7% | +512.0% | +400.2% |
| All | +667.7% | +156.7% | +511.0% | +400.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling