+79.0%
FDX vs D
+14.9%
+64.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | +2.9% | +6.9% | -4.0% | +1.4% |
| 30D | +9.6% | +12.3% | -2.7% | +6.8% |
| 3M | +2.4% | +3.0% | -0.7% | +1.6% |
| 6M | +9.2% | +12.8% | -3.6% | +6.1% |
| YTD | +37.7% | +22.6% | +15.2% | +31.2% |
| 1Y | +56.1% | +21.7% | +34.5% | +48.9% |
| 3Y | +68.9% | +83.9% | -15.0% | +45.9% |
| 5Y | +79.0% | +14.0% | +65.0% | +74.1% |
| All | +79.0% | +14.9% | +64.0% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling