+70.0%
FDX vs FN
+170.4%
-100.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -3.9% |
| 7D | -1.6% | 0.0% | -1.6% | -2.0% |
| 30D | +6.6% | -34.3% | +40.9% | +10.9% |
| 3M | -2.1% | -39.9% | +37.8% | +2.3% |
| 6M | +2.2% | -51.8% | +54.0% | +8.5% |
| YTD | +33.9% | -28.1% | +62.1% | +32.6% |
| 1Y | +50.2% | -29.1% | +79.3% | +48.3% |
| 3Y | +65.5% | +102.4% | -36.9% | +27.7% |
| All | +70.0% | +170.4% | -100.3% | +10.1% |
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