+15,172.7%
INTC vs FDX
+4,233.7%
+10,939.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +7.1% | -2.5% | +9.6% | +8.1% |
| 30D | -5.2% | +3.8% | -9.0% | -6.7% |
| 3M | -14.3% | -1.3% | -13.0% | -14.0% |
| 6M | +110.2% | +5.0% | +105.2% | +105.5% |
| YTD | +159.6% | +39.6% | +120.0% | +126.7% |
| 1Y | +289.3% | +81.1% | +208.1% | +205.5% |
| 3Y | +166.1% | +63.0% | +103.0% | +112.7% |
| 5Y | +94.4% | +65.6% | +28.8% | +49.5% |
| 10Y | +227.7% | +183.4% | +44.3% | +93.6% |
| All | +15,172.7% | +4,233.7% | +10,939.1% | +2,823.6% |
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