+63.4%
FDX vs NVD
-98.6%
+162.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | +0.7% |
| 7D | +0.5% | +43.9% | -43.4% | +2.5% |
| 30D | +9.5% | +74.0% | -64.5% | +12.9% |
| 3M | -1.3% | +48.3% | -49.7% | +1.1% |
| 6M | +5.5% | +30.3% | -24.8% | +7.9% |
| YTD | +38.9% | -12.9% | +51.7% | +39.6% |
| 1Y | +58.8% | -4.0% | +62.8% | +60.7% |
| 3Y | +71.1% | -98.5% | +169.6% | +36.0% |
| All | +63.4% | -98.6% | +162.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling