+108.1%
FDX vs NXT
+213.5%
-105.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +5.2% | -9.4% | +14.6% | +5.9% |
| 30D | +11.3% | +15.1% | -3.8% | +10.0% |
| 3M | -4.1% | -9.1% | +5.0% | -3.8% |
| 6M | +9.6% | -30.3% | +40.0% | +11.5% |
| YTD | +40.9% | +9.1% | +31.8% | +38.4% |
| 1Y | +53.0% | +7.9% | +45.1% | +50.4% |
| 3Y | +74.1% | +176.5% | -102.4% | +58.3% |
| All | +108.1% | +213.5% | -105.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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