+66.1%
FDX vs NOC
+27.2%
+38.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.3% |
| 7D | -2.5% | -5.2% | +2.7% | -2.1% |
| 30D | +3.8% | -7.2% | +11.0% | +4.4% |
| 3M | -1.3% | -5.1% | +3.8% | -0.8% |
| 6M | +5.0% | -31.1% | +36.1% | +8.6% |
| YTD | +39.6% | -8.6% | +48.2% | +40.9% |
| 1Y | +81.1% | -9.7% | +90.9% | +82.8% |
| All | +66.1% | +27.2% | +38.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling