+177.2%
FDX vs NRG
+1,083.9%
-906.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.3% |
| 7D | -3.3% | -4.7% | +1.4% | -2.3% |
| 30D | -4.5% | -6.0% | +1.4% | -3.5% |
| 3M | -7.3% | -8.0% | +0.6% | -6.7% |
| 6M | +7.5% | -23.2% | +30.7% | +11.8% |
| YTD | +35.1% | -28.1% | +63.1% | +41.8% |
| 1Y | +71.4% | -27.3% | +98.7% | +78.5% |
| 3Y | +60.8% | +208.7% | -147.8% | +8.0% |
| 5Y | +65.5% | +197.7% | -132.2% | +10.2% |
| All | +177.2% | +1,083.9% | -906.8% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling