+64.4%
FDX vs NVT
+425.5%
-361.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.8% |
| 7D | -3.3% | +10.4% | -13.7% | -6.0% |
| 30D | -1.4% | -1.3% | -0.1% | -1.4% |
| 3M | -4.5% | -0.6% | -3.9% | -5.2% |
| 6M | +9.4% | +53.8% | -44.4% | -6.1% |
| YTD | +36.0% | +60.2% | -24.2% | +14.8% |
| 1Y | +75.5% | +76.8% | -1.3% | +42.1% |
| 3Y | +62.8% | +191.2% | -128.4% | +0.7% |
| 5Y | +64.4% | +430.9% | -366.5% | -25.4% |
| All | +64.4% | +425.5% | -361.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling