+65.0%
FDX vs NVD
-98.7%
+163.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +0.7% |
| 7D | -2.1% | +27.3% | -29.4% | -0.7% |
| 30D | +10.4% | +59.9% | -49.5% | +13.3% |
| 3M | +0.5% | +39.4% | -39.0% | +2.6% |
| 6M | +6.5% | +27.6% | -21.1% | +8.8% |
| YTD | +40.2% | -17.9% | +58.1% | +40.5% |
| 1Y | +52.1% | -14.5% | +66.5% | +53.0% |
| 3Y | +72.8% | -98.6% | +171.4% | +36.9% |
| All | +65.0% | -98.7% | +163.7% | +29.3% |
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