+36.6%
DIS vs FDX
+160.0%
-123.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +0.8% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +10.2% | +9.3% | +0.9% | +6.8% |
| 3M | +13.5% | +0.5% | +13.1% | +13.1% |
| 6M | +11.1% | +5.3% | +5.8% | +8.4% |
| YTD | +5.5% | +38.6% | -33.1% | -7.3% |
| 1Y | +9.1% | +53.5% | -44.4% | -7.6% |
| 3Y | +36.0% | +74.2% | -38.2% | +6.3% |
| 5Y | -29.8% | +75.3% | -105.1% | -46.9% |
| 10Y | +36.6% | +156.3% | -119.7% | -17.6% |
| All | +36.6% | +160.0% | -123.4% | -17.6% |
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