+75.3%
FDX vs NSC
+27.3%
+47.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +2.4% |
| 7D | +0.2% | -5.4% | +5.5% | +3.5% |
| 30D | +9.3% | +2.9% | +6.4% | +7.5% |
| 3M | +0.5% | -2.2% | +2.6% | +1.8% |
| 6M | +5.3% | +5.3% | +0.1% | +1.7% |
| YTD | +38.6% | +14.8% | +23.8% | +27.1% |
| 1Y | +53.5% | +16.6% | +37.0% | +39.4% |
| 3Y | +74.2% | +78.6% | -4.4% | +19.1% |
| 5Y | +75.3% | +27.2% | +48.1% | +45.8% |
| All | +75.3% | +27.3% | +47.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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