+65.4%
FDX vs NRG
+183.6%
-118.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.3% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -3.3% | -6.8% | +3.5% | -2.4% |
| 3M | -2.0% | -7.1% | +5.2% | -1.6% |
| 6M | +8.0% | -27.6% | +35.6% | +12.1% |
| YTD | +35.0% | -29.2% | +64.2% | +40.2% |
| 1Y | +73.7% | -29.9% | +103.6% | +79.9% |
| 3Y | +61.6% | +198.7% | -137.1% | +13.0% |
| 5Y | +65.4% | +192.9% | -127.5% | +13.8% |
| All | +65.4% | +183.6% | -118.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling