+59.4%
FDX vs NRG
+208.6%
-149.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.2% |
| 7D | -2.3% | +3.9% | -6.2% | -2.7% |
| 30D | -4.9% | -3.0% | -1.9% | -4.7% |
| 3M | -6.5% | -10.9% | +4.5% | -5.8% |
| 6M | +6.7% | -25.3% | +31.9% | +8.9% |
| YTD | +33.9% | -26.8% | +60.7% | +36.7% |
| 1Y | +72.2% | -23.3% | +95.5% | +74.6% |
| All | +59.4% | +208.6% | -149.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling