+133.0%
FDX vs FND
+57.3%
+75.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.3% | -0.8% | -1.6% | -2.1% |
| 30D | -4.9% | -19.6% | +14.7% | +1.2% |
| 3M | -6.5% | -4.3% | -2.1% | -6.3% |
| 6M | +6.7% | -20.4% | +27.1% | +11.9% |
| YTD | +33.9% | -21.9% | +55.7% | +40.5% |
| 1Y | +72.2% | -45.2% | +117.4% | +99.8% |
| 3Y | +60.2% | -49.2% | +109.5% | +83.0% |
| 5Y | +62.9% | -61.8% | +124.7% | +91.7% |
| All | +133.0% | +57.3% | +75.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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