+88.8%
FDX vs NVT
+498.9%
-410.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.3% |
| 7D | -2.1% | +3.5% | -5.5% | -3.7% |
| 30D | +10.4% | -28.2% | +38.6% | +21.9% |
| 3M | +0.5% | -30.1% | +30.5% | +10.9% |
| 6M | +6.5% | -32.5% | +39.0% | +17.6% |
| YTD | +40.2% | +15.2% | +25.0% | +22.4% |
| 1Y | +52.1% | +7.2% | +44.9% | +36.1% |
| 3Y | +72.8% | +134.2% | -61.4% | +0.2% |
| 5Y | +76.3% | +238.3% | -162.0% | -17.6% |
| All | +88.8% | +498.9% | -410.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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