+149.2%
FDX vs D
+42.6%
+106.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.5% |
| 30D | +6.6% | +11.5% | -4.9% | +3.2% |
| 3M | -2.1% | +3.7% | -5.8% | -3.1% |
| 6M | +2.2% | +13.5% | -11.4% | -1.9% |
| YTD | +33.9% | +20.7% | +13.2% | +26.1% |
| 1Y | +50.2% | +18.2% | +32.0% | +42.2% |
| 3Y | +65.5% | +73.3% | -7.8% | +37.4% |
| 5Y | +74.1% | +12.3% | +61.8% | +64.5% |
| All | +149.2% | +42.6% | +106.7% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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