+153.3%
FDX vs DVA
+199.8%
-46.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | +0.5% | -1.6% | +2.0% | +0.8% |
| 30D | +9.5% | 0.0% | +9.5% | +9.2% |
| 3M | -1.3% | -2.4% | +1.1% | -1.2% |
| 6M | +5.5% | -9.8% | +15.3% | +6.8% |
| YTD | +38.9% | +57.8% | -18.9% | +20.0% |
| 1Y | +58.8% | +49.2% | +9.6% | +39.3% |
| 3Y | +71.1% | +116.0% | -44.9% | +32.2% |
| 5Y | +76.3% | +68.5% | +7.8% | +39.4% |
| All | +153.3% | +199.8% | -46.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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