+74.9%
FDX vs FND
-45.0%
+119.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.7% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -1.4% | -23.6% | +22.2% | +3.7% |
| 3M | -4.5% | +4.3% | -8.8% | -6.7% |
| 6M | +9.4% | -20.3% | +29.7% | +12.9% |
| YTD | +36.0% | -21.3% | +57.3% | +40.4% |
| All | +74.9% | -45.0% | +119.9% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling