+127.9%
NOK vs FDX
+155.8%
-27.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -3.0% |
| 7D | +5.4% | +5.2% | +0.2% | +3.8% |
| 30D | -14.1% | +11.3% | -25.4% | -17.0% |
| 3M | -23.6% | -4.1% | -19.5% | -22.9% |
| 6M | -45.1% | +9.6% | -54.8% | -46.9% |
| YTD | +24.7% | +40.9% | -16.2% | +11.2% |
| 1Y | +19.0% | +53.0% | -34.0% | +3.4% |
| 3Y | +147.0% | +74.1% | +72.9% | +98.1% |
| 5Y | +58.2% | +75.1% | -16.9% | +22.6% |
| All | +127.9% | +155.8% | -27.9% | +27.0% |
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