+200.5%
NXPI vs FDX
+160.0%
+40.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +1.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +12.7% | +9.3% | +3.4% | +7.2% |
| 3M | +7.5% | +0.5% | +7.0% | +6.7% |
| 6M | -12.3% | +5.3% | -17.6% | -15.3% |
| YTD | +19.7% | +38.6% | -18.9% | -1.9% |
| 1Y | +27.6% | +53.5% | -26.0% | -1.6% |
| 3Y | +50.0% | +74.2% | -24.3% | +4.0% |
| 5Y | +27.2% | +75.3% | -48.1% | -15.4% |
| 10Y | +200.5% | +156.3% | +44.3% | +52.1% |
| All | +200.5% | +160.0% | +40.5% | +52.1% |
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