+156.3%
FDX vs NOC
+158.6%
-2.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.9% |
| 30D | +9.3% | +12.1% | -2.8% | +5.9% |
| 3M | +0.5% | -5.3% | +5.7% | +1.6% |
| 6M | +5.3% | -1.0% | +6.3% | +4.9% |
| YTD | +38.6% | -4.3% | +42.9% | +38.6% |
| 1Y | +53.5% | -3.6% | +57.2% | +53.2% |
| 3Y | +74.2% | +22.9% | +51.3% | +58.6% |
| 5Y | +75.3% | +60.4% | +14.9% | +36.4% |
| 10Y | +156.3% | +161.3% | -5.0% | +56.0% |
| All | +156.3% | +158.6% | -2.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling