+76.2%
FDX vs NDAQ
+66.7%
+9.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +11.3% | +18.0% | -6.7% | +4.5% |
| 3M | -4.1% | +11.5% | -15.6% | -8.1% |
| 6M | +9.6% | +21.1% | -11.4% | +1.5% |
| YTD | +40.9% | +12.8% | +28.1% | +33.3% |
| 1Y | +53.0% | +25.7% | +27.3% | +37.6% |
| 3Y | +74.1% | +116.8% | -42.7% | +21.7% |
| All | +76.2% | +66.7% | +9.5% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling