+79.6%
FDX vs NTR
+100.5%
-20.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.5% | +8.1% | -10.6% | -5.0% |
| 30D | +3.8% | +18.8% | -15.0% | -2.0% |
| 3M | -1.3% | +16.2% | -17.5% | -6.4% |
| 6M | +5.0% | +9.8% | -4.7% | +0.4% |
| YTD | +39.6% | +30.9% | +8.8% | +24.9% |
| 1Y | +81.1% | +41.8% | +39.4% | +56.4% |
| 3Y | +63.0% | +35.8% | +27.3% | +39.6% |
| 5Y | +65.6% | +51.0% | +14.6% | +19.4% |
| All | +79.6% | +100.5% | -20.9% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling