+9,863.9%
INTC vs FDX
+4,252.2%
+5,611.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.1% |
| 7D | +7.3% | -2.1% | +9.3% | +8.3% |
| 30D | -38.3% | +10.4% | -48.7% | -41.0% |
| 3M | -36.0% | +0.5% | -36.5% | -36.8% |
| 6M | -51.7% | +6.5% | -58.2% | -53.5% |
| YTD | +69.4% | +40.2% | +29.1% | +46.2% |
| 1Y | +65.0% | +52.1% | +12.9% | +37.7% |
| 3Y | +63.0% | +72.8% | -9.8% | +26.2% |
| 5Y | +33.4% | +76.3% | -42.9% | -0.6% |
| 10Y | +121.2% | +155.7% | -34.6% | +34.7% |
| All | +9,863.9% | +4,252.2% | +5,611.8% | +1,785.3% |
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