+3,916.3%
FDX vs NOC
+16,780.9%
-12,864.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.6% | -5.8% | +4.2% | 0.0% |
| 30D | +6.6% | +10.9% | -4.3% | +3.3% |
| 3M | -2.1% | -7.1% | +5.0% | -0.3% |
| 6M | +2.2% | -5.3% | +7.5% | +3.0% |
| YTD | +33.9% | -6.8% | +40.7% | +35.0% |
| 1Y | +50.2% | -6.7% | +56.9% | +51.3% |
| 3Y | +65.5% | +17.2% | +48.4% | +53.3% |
| 5Y | +74.1% | +56.3% | +17.8% | +43.3% |
| 10Y | +156.7% | +173.7% | -17.0% | +75.4% |
| All | +3,916.3% | +16,780.9% | -12,864.6% | +1,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling