+13,507.3%
GOOGL vs FDX
+531.5%
+12,975.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -6.6% | +3.8% | -10.4% | -7.9% |
| 3M | -8.9% | -1.3% | -7.6% | -8.8% |
| 6M | +11.9% | +5.0% | +6.9% | +9.0% |
| YTD | +8.3% | +39.6% | -31.3% | -5.5% |
| 1Y | +46.2% | +81.1% | -34.9% | +15.1% |
| 3Y | +151.9% | +63.0% | +88.8% | +97.5% |
| 5Y | +137.7% | +65.6% | +72.1% | +79.5% |
| 10Y | +757.6% | +183.4% | +574.2% | +378.7% |
| All | +13,507.3% | +531.5% | +12,975.8% | +4,932.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling