+62.8%
FDX vs NVD
-99.2%
+162.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.4% |
| 7D | -3.3% | -7.7% | +4.3% | -3.7% |
| 30D | -1.4% | -5.8% | +4.4% | -1.5% |
| 3M | -4.5% | -23.2% | +18.7% | -5.4% |
| 6M | +9.4% | -49.7% | +59.1% | +6.4% |
| YTD | +36.0% | -47.7% | +83.7% | +32.8% |
| 1Y | +75.5% | -61.3% | +136.9% | +69.1% |
| 3Y | +62.8% | -99.2% | +162.0% | +22.8% |
| All | +62.8% | -99.2% | +162.0% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling