+177.0%
FDX vs DGX
+249.5%
-72.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.5% |
| 7D | -3.9% | -3.5% | -0.4% | -2.7% |
| 30D | -3.3% | -2.7% | -0.6% | -2.4% |
| 3M | -2.0% | +13.9% | -15.9% | -6.8% |
| 6M | +8.0% | +16.0% | -8.0% | +1.9% |
| YTD | +35.0% | +34.9% | +0.1% | +20.2% |
| 1Y | +73.7% | +30.6% | +43.1% | +55.9% |
| 3Y | +61.6% | +93.0% | -31.4% | +22.5% |
| 5Y | +65.4% | +64.4% | +1.0% | +31.4% |
| All | +177.0% | +249.5% | -72.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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