+45.4%
NU vs FDX
+74.9%
-29.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -4.2% | -3.9% | -0.4% | -2.7% |
| 30D | +10.0% | -3.3% | +13.3% | +11.4% |
| 3M | +29.3% | -2.0% | +31.2% | +29.5% |
| 6M | +0.9% | +8.0% | -7.1% | -3.2% |
| YTD | -10.3% | +35.0% | -45.3% | -22.1% |
| 1Y | -3.2% | +73.7% | -76.8% | -24.7% |
| 3Y | +120.6% | +61.6% | +59.0% | +68.7% |
| All | +45.4% | +74.9% | -29.5% | +13.8% |
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