+156.2%
FDX vs FN
+663.9%
-507.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.4% | -1.5% |
| 7D | +2.9% | -16.0% | +18.9% | +5.4% |
| 30D | +9.6% | -40.1% | +49.7% | +18.3% |
| 3M | +2.4% | -43.9% | +46.3% | +10.6% |
| 6M | +9.2% | -55.6% | +64.8% | +20.9% |
| YTD | +37.7% | -35.7% | +73.4% | +38.7% |
| 1Y | +56.1% | -39.8% | +95.9% | +58.3% |
| 3Y | +68.9% | +80.3% | -11.3% | +23.6% |
| 5Y | +79.0% | +143.3% | -64.3% | +15.5% |
| All | +156.2% | +663.9% | -507.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling