+149.2%
FDX vs FN
+753.0%
-603.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -4.6% |
| 7D | -1.6% | 0.0% | -1.6% | -2.2% |
| 30D | +6.6% | -34.3% | +40.9% | +13.2% |
| 3M | -2.1% | -39.9% | +37.8% | +4.6% |
| 6M | +2.2% | -51.8% | +54.0% | +11.5% |
| YTD | +33.9% | -28.1% | +62.1% | +32.3% |
| 1Y | +50.2% | -29.1% | +79.3% | +47.7% |
| 3Y | +65.5% | +102.4% | -36.9% | +18.6% |
| 5Y | +74.1% | +171.7% | -97.6% | +10.2% |
| All | +149.2% | +753.0% | -603.8% | +19.5% |
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