+860.6%
FDX vs NDAQ
+2,327.9%
-1,467.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | +3.8% | +2.5% | +1.3% | +3.1% |
| 3M | -1.3% | +9.9% | -11.2% | -4.4% |
| 6M | +5.0% | +9.4% | -4.4% | +1.7% |
| YTD | +39.6% | +0.4% | +39.2% | +38.0% |
| 1Y | +81.1% | +4.0% | +77.1% | +76.8% |
| 3Y | +63.0% | +94.4% | -31.3% | +31.8% |
| 5Y | +65.6% | +56.7% | +8.9% | +41.3% |
| 10Y | +183.4% | +375.3% | -191.9% | +76.7% |
| All | +860.6% | +2,327.9% | -1,467.3% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling