+215.0%
NXPI vs FDX
+152.0%
+63.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +9.4% | +0.8% | +8.6% | +8.8% |
| 30D | +18.1% | +9.9% | +8.2% | +12.1% |
| 3M | +15.0% | -1.9% | +16.9% | +15.9% |
| 6M | -8.4% | +6.1% | -14.5% | -12.0% |
| YTD | +24.8% | +38.8% | -14.0% | +2.2% |
| 1Y | +33.3% | +50.0% | -16.7% | +4.4% |
| 3Y | +51.0% | +71.0% | -20.0% | +5.8% |
| 5Y | +34.5% | +72.5% | -38.0% | -9.7% |
| All | +215.0% | +152.0% | +63.0% | +57.0% |
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 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