+150.5%
GOOGL vs FDX
+62.0%
+88.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +1.7% |
| 30D | -4.4% | -1.4% | -3.0% | -4.2% |
| 3M | -6.8% | -4.5% | -2.3% | -6.1% |
| 6M | +13.6% | +9.4% | +4.2% | +11.2% |
| YTD | +8.3% | +36.0% | -27.7% | +1.7% |
| 1Y | +44.9% | +75.5% | -30.6% | +29.4% |
| 3Y | +150.5% | +62.8% | +87.7% | +107.3% |
| All | +150.5% | +62.0% | +88.4% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling