+45.2%
NU vs FDX
+73.5%
-28.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.5% |
| 7D | -2.6% | -2.3% | -0.3% | -1.7% |
| 30D | +8.2% | -4.9% | +13.1% | +10.3% |
| 3M | +26.3% | -6.5% | +32.7% | +29.0% |
| 6M | +2.2% | +6.7% | -4.4% | -1.4% |
| YTD | -10.4% | +33.9% | -44.3% | -21.9% |
| 1Y | -3.0% | +72.2% | -75.2% | -24.3% |
| 3Y | +120.3% | +60.2% | +60.0% | +69.1% |
| All | +45.2% | +73.5% | -28.2% | +14.0% |
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