+48.8%
NU vs FDX
+80.9%
-32.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +7.5% | -2.5% | +10.0% | +8.5% |
| 30D | +6.1% | +3.8% | +2.3% | +4.3% |
| 3M | +26.8% | -1.3% | +28.1% | +26.8% |
| 6M | +2.5% | +5.0% | -2.6% | -0.6% |
| YTD | -8.2% | +39.6% | -47.8% | -21.3% |
| 1Y | +3.4% | +81.1% | -77.8% | -21.0% |
| 3Y | +116.2% | +63.0% | +53.1% | +65.4% |
| All | +48.8% | +80.9% | -32.1% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling