+155.7%
FDX vs DVA
+206.9%
-51.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -2.1% | -4.8% | +2.7% | -1.0% |
| 30D | +10.4% | +0.9% | +9.5% | +9.9% |
| 3M | +0.5% | +2.9% | -2.4% | -0.7% |
| 6M | +6.5% | -7.8% | +14.2% | +7.2% |
| YTD | +40.2% | +61.5% | -21.3% | +20.5% |
| 1Y | +52.1% | +50.1% | +2.0% | +33.2% |
| 3Y | +72.8% | +121.1% | -48.3% | +32.7% |
| 5Y | +76.3% | +72.9% | +3.4% | +38.4% |
| 10Y | +155.7% | +208.2% | -52.5% | +61.1% |
| All | +155.7% | +206.9% | -51.1% | +61.1% |
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