+76.3%
FDX vs NI
+111.3%
-35.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | +10.4% | +11.2% | -0.8% | +7.0% |
| 3M | +0.5% | +9.2% | -8.7% | -2.1% |
| 6M | +6.5% | -1.8% | +8.3% | +6.9% |
| YTD | +40.2% | +12.0% | +28.2% | +35.2% |
| 1Y | +52.1% | +6.4% | +45.6% | +48.8% |
| 3Y | +72.8% | +99.4% | -26.5% | +39.0% |
| 5Y | +76.3% | +113.1% | -36.8% | +27.6% |
| All | +76.3% | +111.3% | -35.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling