+821.3%
FDX vs NDAQ
+2,593.6%
-1,772.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -2.1% | +13.5% | -15.6% | -5.7% |
| 6M | +2.2% | +20.9% | -18.8% | -3.9% |
| YTD | +33.9% | +11.4% | +22.5% | +28.2% |
| 1Y | +50.2% | +25.9% | +24.3% | +38.6% |
| 3Y | +65.5% | +119.9% | -54.3% | +29.1% |
| 5Y | +74.1% | +61.7% | +12.3% | +47.1% |
| 10Y | +156.7% | +481.6% | -324.9% | +51.2% |
| All | +821.3% | +2,593.6% | -1,772.2% | +300.0% |
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