+32.9%
DIS vs FDX
+156.7%
-123.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.6% | -2.1% | +2.6% | +1.3% |
| 30D | +10.3% | +10.4% | -0.1% | +6.5% |
| 3M | +15.6% | +0.5% | +15.1% | +15.1% |
| 6M | +15.1% | +6.5% | +8.6% | +11.8% |
| YTD | +6.0% | +40.2% | -34.3% | -7.3% |
| 1Y | +5.7% | +52.1% | -46.4% | -10.2% |
| 3Y | +39.8% | +72.8% | -33.0% | +9.7% |
| 5Y | -23.9% | +76.3% | -100.2% | -42.5% |
| 10Y | +32.9% | +155.7% | -122.8% | -20.4% |
| All | +32.9% | +156.7% | -123.8% | -20.4% |
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