+4,105.2%
FDX vs NI
+5,653.1%
-1,547.9%
-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% | +0.4% | +0.8% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | +10.4% | +11.2% | -0.8% | +6.3% |
| 3M | +0.5% | +9.2% | -8.7% | -2.7% |
| 6M | +6.5% | -1.8% | +8.3% | +6.9% |
| YTD | +40.2% | +12.0% | +28.2% | +34.2% |
| 1Y | +52.1% | +6.4% | +45.6% | +48.1% |
| 3Y | +72.8% | +99.4% | -26.5% | +33.2% |
| 5Y | +76.3% | +113.1% | -36.8% | +30.6% |
| 10Y | +155.7% | +192.3% | -36.5% | +64.4% |
| All | +4,105.2% | +5,653.1% | -1,547.9% | +999.3% |
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