+155.1%
INTC vs FDX
+65.3%
+89.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.8% |
| 7D | +7.1% | -2.5% | +9.6% | +8.3% |
| 30D | -5.2% | +3.8% | -9.0% | -7.1% |
| 3M | -14.3% | -1.3% | -13.0% | -14.1% |
| 6M | +110.2% | +5.0% | +105.2% | +103.4% |
| YTD | +159.6% | +39.6% | +120.0% | +121.1% |
| 1Y | +289.3% | +81.1% | +208.1% | +194.6% |
| All | +155.1% | +65.3% | +89.8% | +85.1% |
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