+40.6%
NVDL vs FDX
+80.8%
-40.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +11.7% | -2.5% | +14.2% | +12.3% |
| 30D | +7.8% | +3.8% | +4.0% | +6.3% |
| 3M | +3.3% | -1.3% | +4.6% | +3.4% |
| 6M | +38.9% | +5.0% | +33.9% | +33.5% |
| YTD | +28.5% | +39.6% | -11.2% | +29.1% |
| 1Y | +40.6% | +81.1% | -40.5% | +54.8% |
| All | +40.6% | +80.8% | -40.2% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling