+112.4%
INTC vs FDX
+65.6%
+46.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.6% | +11.7% | +10.2% |
| 7D | +17.4% | -3.3% | +20.7% | +19.0% |
| 30D | +2.8% | -1.4% | +4.2% | +3.1% |
| 3M | -5.3% | -4.5% | -0.7% | -3.7% |
| 6M | +140.6% | +9.4% | +131.2% | +130.0% |
| YTD | +183.1% | +36.0% | +147.1% | +147.3% |
| 1Y | +326.8% | +75.5% | +251.2% | +234.6% |
| 3Y | +179.4% | +62.8% | +116.6% | +118.2% |
| All | +112.4% | +65.6% | +46.8% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling