+67.1%
FDX vs FN
+289.0%
-221.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -2.5% | -1.7% | -0.8% | -2.3% |
| 30D | +3.8% | -22.0% | +25.8% | +6.3% |
| 3M | -1.3% | -43.0% | +41.7% | +4.2% |
| 6M | +5.0% | -27.7% | +32.8% | +6.3% |
| YTD | +39.6% | -10.5% | +50.2% | +36.2% |
| 1Y | +81.1% | +12.5% | +68.6% | +69.5% |
| 3Y | +63.0% | +153.8% | -90.8% | +24.6% |
| All | +67.1% | +289.0% | -221.9% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling