+175.5%
FDX vs DG
+105.6%
+69.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.9% |
| 7D | -3.3% | -2.5% | -0.9% | -2.9% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | -4.5% | +20.3% | -24.8% | -8.1% |
| 6M | +9.4% | -11.7% | +21.1% | +11.4% |
| YTD | +36.0% | -2.3% | +38.3% | +35.7% |
| 1Y | +75.5% | +20.0% | +55.5% | +67.4% |
| 3Y | +62.8% | +7.2% | +55.6% | +52.4% |
| 5Y | +64.4% | -37.9% | +102.3% | +79.3% |
| 10Y | +175.5% | +107.3% | +68.2% | +107.1% |
| All | +175.5% | +105.6% | +69.8% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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