+65.0%
FDX vs NRG
-50.8%
+115.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.5% | +17.1% | +4.3% |
| 7D | +8.1% | -13.7% | +21.9% | +9.0% |
| 30D | +13.9% | -13.6% | +27.5% | +14.6% |
| 3M | +5.5% | -28.5% | +34.1% | +7.8% |
| 6M | +15.1% | -45.8% | +60.9% | +19.9% |
| YTD | +43.2% | -46.9% | +90.1% | +48.8% |
| 1Y | +65.0% | -49.7% | +114.8% | +71.6% |
| All | +65.0% | -50.8% | +115.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling