+73.7%
FDX vs NTR
+98.7%
-25.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | -3.9% | -2.5% | -1.4% | -3.1% |
| 30D | -3.3% | +17.0% | -20.3% | -8.3% |
| 3M | -2.0% | +22.2% | -24.1% | -8.6% |
| 6M | +8.0% | +5.2% | +2.9% | +4.8% |
| YTD | +35.0% | +29.7% | +5.3% | +21.1% |
| 1Y | +73.7% | +39.4% | +34.3% | +50.8% |
| 3Y | +61.6% | +38.2% | +23.4% | +37.3% |
| 5Y | +65.4% | +47.6% | +17.8% | +20.6% |
| All | +73.7% | +98.7% | -25.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling