+64.4%
FDX vs DVA
+38.1%
+26.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -3.3% | +2.2% | -5.5% | -3.7% |
| 30D | -1.4% | -2.0% | +0.6% | -1.1% |
| 3M | -4.5% | -6.3% | +1.7% | -4.0% |
| 6M | +9.4% | +19.4% | -10.0% | +4.6% |
| YTD | +36.0% | +58.5% | -22.5% | +22.8% |
| 1Y | +75.5% | +33.9% | +41.6% | +63.1% |
| 3Y | +62.8% | +88.4% | -25.6% | +40.2% |
| 5Y | +64.4% | +39.5% | +24.9% | +37.5% |
| All | +64.4% | +38.1% | +26.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling