+514.0%
NOW vs FDX
+155.8%
+358.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | +0.3% | +5.2% | -4.9% | -1.5% |
| 30D | -27.0% | +11.3% | -38.2% | -29.7% |
| 3M | -19.6% | -4.1% | -15.5% | -18.7% |
| 6M | +17.5% | +9.6% | +7.8% | +12.8% |
| YTD | -33.3% | +40.9% | -74.2% | -42.6% |
| 1Y | -39.8% | +53.0% | -92.9% | -49.9% |
| 3Y | -19.9% | +74.1% | -94.0% | -39.3% |
| 5Y | -26.1% | +75.1% | -101.2% | -45.7% |
| All | +514.0% | +155.8% | +358.1% | +233.3% |
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