+64.3%
FDX vs NVD
-99.2%
+163.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.5% | -11.1% | +8.6% | -3.1% |
| 30D | +3.8% | -13.3% | +17.1% | +3.2% |
| 3M | -1.3% | -19.8% | +18.5% | -2.0% |
| 6M | +5.0% | -48.8% | +53.8% | +2.3% |
| YTD | +39.6% | -49.7% | +89.3% | +36.1% |
| 1Y | +81.1% | -61.4% | +142.5% | +74.5% |
| 3Y | +63.0% | -99.1% | +162.2% | +25.1% |
| All | +64.3% | -99.2% | +163.5% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling