+149.8%
FDX vs FN
+763.2%
-613.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | +0.8% | +20.8% | -20.0% | -2.5% |
| 30D | +9.9% | -17.3% | +27.2% | +12.2% |
| 3M | -1.9% | -38.1% | +36.2% | +4.3% |
| 6M | +6.1% | -44.2% | +50.3% | +12.9% |
| YTD | +38.8% | -22.3% | +61.1% | +35.2% |
| 1Y | +50.0% | -20.9% | +70.9% | +44.7% |
| 3Y | +71.0% | +111.1% | -40.0% | +22.0% |
| 5Y | +72.5% | +191.8% | -119.3% | +7.8% |
| All | +149.8% | +763.2% | -613.5% | +17.7% |
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