+563.3%
FDX vs NRG
+1,598.0%
-1,034.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -3.3% | +9.3% | -12.6% | -5.3% |
| 30D | -1.4% | +1.3% | -2.7% | -1.9% |
| 3M | -4.5% | -6.0% | +1.5% | -4.2% |
| 6M | +9.4% | -22.0% | +31.4% | +13.8% |
| YTD | +36.0% | -24.1% | +60.1% | +41.7% |
| 1Y | +75.5% | -18.0% | +93.5% | +78.3% |
| 3Y | +62.8% | +220.0% | -157.2% | +10.8% |
| 5Y | +64.4% | +201.1% | -136.7% | +11.7% |
| 10Y | +175.5% | +1,085.1% | -909.6% | +26.6% |
| All | +563.3% | +1,598.0% | -1,034.7% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling