+177.2%
FDX vs NTRS
+259.9%
-82.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -3.3% | +1.4% | -4.6% | -4.0% |
| 30D | -4.5% | -0.7% | -3.9% | -4.2% |
| 3M | -7.3% | +11.3% | -18.7% | -12.8% |
| 6M | +7.5% | +35.5% | -28.0% | -9.1% |
| YTD | +35.1% | +40.6% | -5.5% | +11.4% |
| 1Y | +71.4% | +49.2% | +22.2% | +36.5% |
| 3Y | +60.8% | +167.2% | -106.4% | -8.7% |
| 5Y | +65.5% | +94.9% | -29.5% | +8.0% |
| All | +177.2% | +259.9% | -82.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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