+106.2%
FDX vs NXT
+178.8%
-72.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.5% |
| 30D | +3.8% | -15.3% | +19.1% | +5.0% |
| 3M | -1.3% | -43.8% | +42.5% | +2.3% |
| 6M | +5.0% | -18.7% | +23.7% | +5.7% |
| YTD | +39.6% | -3.0% | +42.6% | +38.7% |
| 1Y | +81.1% | +22.7% | +58.4% | +76.7% |
| 3Y | +63.0% | +95.9% | -32.9% | +51.0% |
| All | +106.2% | +178.8% | -72.5% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling