+4,087.3%
FDX vs NI
+5,092.7%
-1,005.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -2.5% | +2.0% | -4.5% | -3.2% |
| 30D | +3.8% | -3.5% | +7.3% | +5.1% |
| 3M | -1.3% | -9.1% | +7.8% | +2.0% |
| 6M | +5.0% | -11.8% | +16.9% | +9.5% |
| YTD | +39.6% | +1.1% | +38.6% | +38.6% |
| 1Y | +81.1% | +6.7% | +74.4% | +76.0% |
| 3Y | +63.0% | +71.1% | -8.0% | +32.3% |
| 5Y | +65.6% | +94.3% | -28.7% | +26.7% |
| 10Y | +183.4% | +135.8% | +47.6% | +96.3% |
| All | +4,087.3% | +5,092.7% | -1,005.4% | +1,035.6% |
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 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