+89.6%
DE vs FDX
+74.4%
+15.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +0.3% | +5.2% | -4.9% | -1.3% |
| 30D | +3.6% | +11.3% | -7.7% | +0.1% |
| 3M | +10.2% | -4.1% | +14.4% | +11.5% |
| 6M | +16.6% | +9.6% | +6.9% | +12.4% |
| YTD | +45.8% | +40.9% | +4.9% | +29.7% |
| 1Y | +43.9% | +53.0% | -9.1% | +24.7% |
| 3Y | +89.6% | +74.1% | +15.5% | +44.8% |
| All | +89.6% | +74.4% | +15.2% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling