+175.5%
FDX vs NOC
+187.2%
-11.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | -1.4% | -8.9% | +7.5% | +1.0% |
| 3M | -4.5% | -3.7% | -0.8% | -3.9% |
| 6M | +9.4% | -30.8% | +40.2% | +20.4% |
| YTD | +36.0% | -7.9% | +44.0% | +37.7% |
| 1Y | +75.5% | -9.4% | +84.9% | +78.3% |
| 3Y | +62.8% | +29.0% | +33.8% | +45.2% |
| 5Y | +64.4% | +56.1% | +8.3% | +28.3% |
| 10Y | +175.5% | +186.3% | -10.8% | +56.0% |
| All | +175.5% | +187.2% | -11.8% | +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