+67.1%
FDX vs NSC
+46.2%
+20.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -2.5% | -5.5% | +3.0% | +0.7% |
| 30D | +3.8% | -3.2% | +7.0% | +5.7% |
| 3M | -1.3% | +7.7% | -9.0% | -5.8% |
| 6M | +5.0% | +4.5% | +0.5% | +1.8% |
| YTD | +39.6% | +15.6% | +24.1% | +27.6% |
| 1Y | +81.1% | +19.8% | +61.3% | +61.9% |
| 3Y | +63.0% | +70.1% | -7.1% | +15.5% |
| All | +67.1% | +46.2% | +20.9% | +28.7% |
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