+1,449.6%
NET vs FDX
+158.8%
+1,290.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -7.0% | -2.5% | -4.5% | -6.0% |
| 30D | -4.8% | +3.8% | -8.6% | -6.1% |
| 3M | +3.8% | -1.3% | +5.1% | +4.1% |
| 6M | +50.0% | +5.0% | +45.0% | +45.6% |
| YTD | +41.5% | +39.6% | +1.8% | +21.9% |
| 1Y | +32.8% | +81.1% | -48.3% | +2.7% |
| 3Y | +335.9% | +63.0% | +272.8% | +238.9% |
| 5Y | +113.8% | +65.6% | +48.2% | +57.3% |
| All | +1,449.6% | +158.8% | +1,290.8% | +793.3% |
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