+57.5%
FDX vs NVD
-99.2%
+156.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -4.9% | -9.3% | +4.4% | -5.2% |
| 3M | -6.5% | -22.1% | +15.6% | -7.3% |
| 6M | +6.7% | -45.8% | +52.5% | +4.1% |
| YTD | +33.9% | -46.7% | +80.6% | +30.9% |
| 1Y | +72.2% | -59.5% | +131.6% | +66.3% |
| 3Y | +60.2% | -99.2% | +159.4% | +22.5% |
| All | +57.5% | -99.2% | +156.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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