+746.7%
GOOGL vs FDX
+173.3%
+573.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -1.9% | -2.3% | +0.5% | -1.1% |
| 30D | -7.5% | -4.9% | -2.6% | -5.9% |
| 3M | -9.2% | -6.5% | -2.7% | -7.4% |
| 6M | +8.1% | +6.7% | +1.4% | +5.0% |
| YTD | +5.8% | +33.9% | -28.0% | -5.1% |
| 1Y | +38.3% | +72.2% | -33.8% | +13.5% |
| 3Y | +144.8% | +60.2% | +84.5% | +97.1% |
| 5Y | +132.5% | +62.9% | +69.6% | +80.3% |
| 10Y | +746.7% | +178.8% | +567.9% | +419.9% |
| All | +746.7% | +173.3% | +573.4% | +419.9% |
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 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