+62.9%
FDX vs NTR
+55.5%
+7.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.3% | +0.5% | -2.9% | -2.4% |
| 30D | -4.9% | +21.7% | -26.6% | -7.8% |
| 3M | -6.5% | +22.8% | -29.2% | -9.5% |
| 6M | +6.7% | +8.2% | -1.6% | +4.8% |
| YTD | +33.9% | +32.9% | +0.9% | +26.4% |
| 1Y | +72.2% | +45.3% | +26.8% | +59.4% |
| 3Y | +60.2% | +41.7% | +18.6% | +47.2% |
| 5Y | +62.9% | +49.8% | +13.1% | +40.5% |
| All | +62.9% | +55.5% | +7.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling