+670.3%
NFLX vs FDX
+178.0%
+492.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.1% |
| 7D | -5.0% | -3.3% | -1.7% | -4.1% |
| 30D | +3.5% | -1.4% | +4.9% | +4.0% |
| 3M | -7.1% | -4.5% | -2.6% | -6.1% |
| 6M | -22.5% | +9.4% | -31.9% | -25.3% |
| YTD | -18.1% | +36.0% | -54.1% | -26.7% |
| 1Y | -38.3% | +75.5% | -113.8% | -49.4% |
| 3Y | +73.4% | +62.8% | +10.6% | +39.2% |
| 5Y | +26.7% | +64.4% | -37.7% | -1.7% |
| 10Y | +670.3% | +175.5% | +494.9% | +420.3% |
| All | +670.3% | +178.0% | +492.3% | +420.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling