+182.8%
FDX vs NDAQ
+381.5%
-198.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.3% |
| 7D | -2.5% | -2.4% | -0.1% | -1.4% |
| 30D | +3.8% | +2.5% | +1.3% | +2.7% |
| 3M | -1.3% | +9.9% | -11.2% | -6.0% |
| 6M | +5.0% | +9.4% | -4.4% | -0.2% |
| YTD | +39.6% | +0.4% | +39.2% | +37.1% |
| 1Y | +81.1% | +4.0% | +77.1% | +74.2% |
| 3Y | +63.0% | +94.4% | -31.3% | +13.1% |
| 5Y | +65.6% | +56.7% | +8.9% | +25.3% |
| All | +182.8% | +381.5% | -198.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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