+14,609.3%
DE vs FDX
+4,233.7%
+10,375.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +10.0% | -2.5% | +12.6% | +11.0% |
| 30D | +13.3% | +3.8% | +9.5% | +11.4% |
| 3M | +17.5% | -1.3% | +18.8% | +17.7% |
| 6M | +13.6% | +5.0% | +8.5% | +10.5% |
| YTD | +49.8% | +39.6% | +10.1% | +30.2% |
| 1Y | +47.9% | +81.1% | -33.3% | +15.6% |
| 3Y | +72.5% | +63.0% | +9.5% | +36.1% |
| 5Y | +90.2% | +65.6% | +24.6% | +42.7% |
| 10Y | +865.4% | +183.4% | +682.0% | +458.7% |
| All | +14,609.3% | +4,233.7% | +10,375.6% | +3,101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling