+73.7%
FDX vs NI
+4.9%
+68.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | -3.3% | -1.4% | -1.9% | -3.0% |
| 3M | -2.0% | -10.6% | +8.6% | +0.4% |
| 6M | +8.0% | -9.9% | +17.9% | +10.7% |
| YTD | +35.0% | +1.2% | +33.8% | +35.5% |
| 1Y | +73.7% | +4.4% | +69.3% | +75.1% |
| All | +73.7% | +4.9% | +68.8% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling