+76.2%
FDX vs NTAP
+124.7%
-48.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.2% |
| 7D | +5.2% | +7.2% | -2.0% | +3.2% |
| 30D | +11.3% | -18.4% | +29.7% | +16.7% |
| 3M | -4.1% | -11.3% | +7.2% | -2.2% |
| 6M | +9.6% | +53.8% | -44.1% | -7.1% |
| YTD | +40.9% | +72.0% | -31.1% | +14.1% |
| 1Y | +53.0% | +68.0% | -15.0% | +24.8% |
| 3Y | +74.1% | +149.5% | -75.4% | +12.4% |
| All | +76.2% | +124.7% | -48.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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