+32.6%
NET vs FDX
+86.9%
-54.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.3% |
| 7D | -16.4% | +8.1% | -24.5% | -19.6% |
| 30D | -25.8% | +13.9% | -39.8% | -30.6% |
| 3M | -11.5% | +5.5% | -17.1% | -14.3% |
| 6M | +18.9% | +15.1% | +3.8% | +9.6% |
| YTD | +35.2% | +43.2% | -8.0% | +8.3% |
| 1Y | +14.5% | +65.0% | -50.6% | -15.6% |
| 3Y | +313.8% | +75.7% | +238.2% | +170.7% |
| 5Y | +32.6% | +84.4% | -51.8% | -22.4% |
| All | +32.6% | +86.9% | -54.3% | -22.4% |
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