+4,061.8%
FDX vs NI
+5,686.0%
-1,624.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +0.8% | +3.1% | -2.3% | -0.3% |
| 30D | +9.9% | +11.2% | -1.3% | +5.8% |
| 3M | -1.9% | +9.8% | -11.7% | -5.2% |
| 6M | +6.1% | -1.6% | +7.7% | +6.4% |
| YTD | +38.8% | +12.6% | +26.2% | +32.5% |
| 1Y | +50.0% | +7.8% | +42.2% | +45.4% |
| 3Y | +71.0% | +100.5% | -29.5% | +31.6% |
| 5Y | +72.5% | +114.4% | -41.9% | +27.5% |
| 10Y | +153.1% | +193.9% | -40.8% | +62.4% |
| All | +4,061.8% | +5,686.0% | -1,624.2% | +985.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling