+76.2%
FDX vs DTE
+46.4%
+29.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.2% | +3.4% | +1.8% | +4.2% |
| 30D | +11.3% | +8.9% | +2.4% | +8.7% |
| 3M | -4.1% | +1.1% | -5.2% | -4.5% |
| 6M | +9.6% | +0.1% | +9.6% | +9.4% |
| YTD | +40.9% | +11.1% | +29.8% | +36.7% |
| 1Y | +53.0% | +4.9% | +48.1% | +50.7% |
| 3Y | +74.1% | +58.6% | +15.5% | +52.2% |
| All | +76.2% | +46.4% | +29.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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