+65.8%
FDX vs FN
+158.4%
-92.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.8% |
| 7D | -2.5% | -1.7% | -0.8% | -2.4% |
| 30D | +3.8% | -22.0% | +25.8% | +5.5% |
| 3M | -1.3% | -43.0% | +41.7% | +2.6% |
| 6M | +5.0% | -27.7% | +32.8% | +5.8% |
| YTD | +39.6% | -10.5% | +50.2% | +37.0% |
| 1Y | +81.1% | +12.5% | +68.6% | +72.2% |
| All | +65.8% | +158.4% | -92.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling