+38.3%
GOOGL vs FDX
+73.2%
-34.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -1.9% | -2.3% | +0.5% | -1.3% |
| 30D | -7.5% | -4.9% | -2.6% | -6.4% |
| 3M | -9.2% | -6.5% | -2.7% | -7.7% |
| 6M | +8.1% | +6.7% | +1.4% | +5.9% |
| YTD | +5.8% | +33.9% | -28.0% | -0.1% |
| 1Y | +38.3% | +72.2% | -33.8% | +22.5% |
| All | +38.3% | +73.2% | -34.8% | +22.5% |
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