+178.8%
FDX vs NI
+136.8%
+42.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -2.3% | +1.3% | -3.6% | -2.8% |
| 30D | -4.9% | -0.3% | -4.6% | -4.8% |
| 3M | -6.5% | -9.5% | +3.0% | -3.2% |
| 6M | +6.7% | -10.2% | +16.9% | +10.6% |
| YTD | +33.9% | +1.8% | +32.1% | +32.5% |
| 1Y | +72.2% | +5.7% | +66.5% | +67.7% |
| 3Y | +60.2% | +69.6% | -9.4% | +29.4% |
| 5Y | +62.9% | +95.8% | -32.8% | +22.4% |
| 10Y | +178.8% | +145.1% | +33.7% | +101.2% |
| All | +178.8% | +136.8% | +42.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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