+1,381.0%
NET vs FDX
+165.4%
+1,215.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.9% |
| 7D | -16.4% | +8.1% | -24.5% | -18.9% |
| 30D | -25.8% | +13.9% | -39.8% | -29.6% |
| 3M | -11.5% | +5.5% | -17.1% | -13.7% |
| 6M | +18.9% | +15.1% | +3.8% | +11.8% |
| YTD | +35.2% | +43.2% | -8.0% | +14.8% |
| 1Y | +14.5% | +65.0% | -50.6% | -8.5% |
| 3Y | +313.8% | +75.7% | +238.2% | +210.6% |
| 5Y | +32.6% | +84.4% | -51.8% | -5.4% |
| All | +1,381.0% | +165.4% | +1,215.6% | +741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling