+755.9%
DE vs FDX
+155.8%
+600.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | +0.3% | +5.2% | -4.9% | -1.8% |
| 30D | +3.6% | +11.3% | -7.7% | -1.0% |
| 3M | +10.2% | -4.1% | +14.4% | +11.8% |
| 6M | +16.6% | +9.6% | +6.9% | +11.3% |
| YTD | +45.8% | +40.9% | +4.9% | +25.0% |
| 1Y | +43.9% | +53.0% | -9.1% | +19.1% |
| 3Y | +89.6% | +74.1% | +15.5% | +42.8% |
| 5Y | +100.3% | +75.1% | +25.2% | +44.0% |
| All | +755.9% | +155.8% | +600.1% | +366.6% |
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