+112.5%
NET vs FDX
+65.4%
+47.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -7.0% | -2.5% | -4.5% | -5.7% |
| 30D | -4.8% | +3.8% | -8.6% | -6.5% |
| 3M | +3.8% | -1.3% | +5.1% | +4.2% |
| 6M | +50.0% | +5.0% | +45.0% | +44.1% |
| YTD | +41.5% | +39.6% | +1.8% | +15.9% |
| 1Y | +32.8% | +81.1% | -48.3% | -6.0% |
| 3Y | +335.9% | +63.0% | +272.8% | +203.7% |
| All | +112.5% | +65.4% | +47.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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