+70.0%
FDX vs NDAQ
+60.8%
+9.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.6% | +0.8% | -2.5% | -1.9% |
| 30D | +6.6% | +16.5% | -9.9% | +0.6% |
| 3M | -2.1% | +13.5% | -15.6% | -6.7% |
| 6M | +2.2% | +20.9% | -18.8% | -5.4% |
| YTD | +33.9% | +11.4% | +22.5% | +27.3% |
| 1Y | +50.2% | +25.9% | +24.3% | +34.8% |
| 3Y | +65.5% | +119.9% | -54.3% | +15.0% |
| All | +70.0% | +60.8% | +9.2% | +27.2% |
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