+6.8%
NOW vs FDX
+65.4%
-58.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | +20.5% | +3.8% | +16.7% | +19.1% |
| 3M | +18.3% | -1.3% | +19.6% | +18.2% |
| 6M | +24.1% | +5.0% | +19.0% | +20.3% |
| YTD | -7.8% | +39.6% | -47.4% | -20.1% |
| 1Y | -21.4% | +81.1% | -102.5% | -38.7% |
| 3Y | +19.5% | +63.0% | -43.5% | -7.8% |
| All | +6.8% | +65.4% | -58.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling