+25.0%
INTC vs FDX
+74.9%
-49.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +4.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -43.3% | +9.3% | -52.6% | -45.6% |
| 3M | -41.6% | +0.5% | -42.1% | -42.3% |
| 6M | -52.5% | +5.3% | -57.8% | -54.2% |
| YTD | +60.9% | +38.6% | +22.3% | +37.9% |
| 1Y | +55.7% | +53.5% | +2.2% | +27.4% |
| 3Y | +59.2% | +74.2% | -15.1% | +19.2% |
| 5Y | +25.0% | +75.3% | -50.2% | -10.5% |
| All | +25.0% | +74.9% | -49.9% | -10.5% |
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 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