+4,087.3%
FDX vs NSC
+5,745.4%
-1,658.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -2.5% | -5.5% | +3.0% | +0.2% |
| 30D | +3.8% | -3.2% | +7.0% | +5.4% |
| 3M | -1.3% | +7.7% | -9.0% | -5.1% |
| 6M | +5.0% | +4.5% | +0.5% | +2.4% |
| YTD | +39.6% | +15.6% | +24.1% | +29.5% |
| 1Y | +81.1% | +19.8% | +61.3% | +64.8% |
| 3Y | +63.0% | +70.1% | -7.1% | +22.9% |
| 5Y | +65.6% | +46.1% | +19.5% | +33.9% |
| 10Y | +183.4% | +328.1% | -144.7% | +35.5% |
| All | +4,087.3% | +5,745.4% | -1,658.1% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling