+60.7%
FDX vs NTRS
+165.3%
-104.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.2% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -2.0% | +13.2% | -15.2% | -8.1% |
| 6M | +8.0% | +36.9% | -28.9% | -7.9% |
| YTD | +35.0% | +39.1% | -4.1% | +13.5% |
| 1Y | +73.7% | +50.4% | +23.2% | +39.9% |
| All | +60.7% | +165.3% | -104.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling