+74.1%
FDX vs FND
-39.5%
+113.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.1% |
| 7D | +5.2% | -6.8% | +12.0% | +7.2% |
| 30D | +11.3% | +8.0% | +3.3% | +8.6% |
| 3M | -4.1% | -18.9% | +14.8% | +1.0% |
| 6M | +9.6% | +4.7% | +5.0% | +6.0% |
| YTD | +40.9% | -21.6% | +62.5% | +46.6% |
| 1Y | +53.0% | -22.0% | +75.0% | +59.1% |
| 3Y | +74.1% | -40.4% | +114.5% | +83.4% |
| All | +74.1% | -39.5% | +113.6% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling