+178.8%
FDX vs DVA
+186.3%
-7.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -2.3% | +2.0% | -4.3% | -2.8% |
| 30D | -4.9% | -0.4% | -4.5% | -4.8% |
| 3M | -6.5% | -7.7% | +1.2% | -5.4% |
| 6M | +6.7% | +20.0% | -13.3% | +0.2% |
| YTD | +33.9% | +61.1% | -27.2% | +15.7% |
| 1Y | +72.2% | +33.9% | +38.3% | +55.9% |
| 3Y | +60.2% | +91.5% | -31.3% | +27.8% |
| 5Y | +62.9% | +41.8% | +21.2% | +37.1% |
| 10Y | +178.8% | +187.5% | -8.7% | +83.1% |
| All | +178.8% | +186.3% | -7.5% | +83.1% |
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