+2,394.0%
FDX vs NTAP
+21,390.5%
-18,996.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -1.6% | -15.1% | +13.4% | +0.8% |
| 30D | +6.6% | -28.1% | +34.7% | +11.9% |
| 3M | -2.1% | -11.4% | +9.4% | -0.8% |
| 6M | +2.2% | +52.2% | -50.1% | -5.7% |
| YTD | +33.9% | +60.4% | -26.5% | +22.2% |
| 1Y | +50.2% | +51.0% | -0.8% | +38.3% |
| 3Y | +65.5% | +135.6% | -70.0% | +40.3% |
| 5Y | +74.1% | +107.5% | -33.5% | +50.0% |
| 10Y | +156.7% | +608.6% | -451.9% | +82.8% |
| All | +2,394.0% | +21,390.5% | -18,996.5% | +957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling