+97.8%
FDX vs NXT
+246.1%
-148.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.1% | -3.1% |
| 7D | -1.6% | +32.2% | -33.9% | -3.7% |
| 30D | +6.6% | +21.9% | -15.3% | +4.9% |
| 3M | -2.1% | +6.6% | -8.6% | -2.8% |
| 6M | +2.2% | -16.8% | +19.0% | +2.5% |
| YTD | +33.9% | +20.4% | +13.5% | +30.7% |
| 1Y | +50.2% | -1.5% | +51.8% | +48.2% |
| 3Y | +65.5% | +182.4% | -116.8% | +49.9% |
| All | +97.8% | +246.1% | -148.3% | +77.1% |
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