+2,335.3%
FDX vs DVA
+5,239.3%
-2,904.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +9.3% | +3.5% | +5.8% | +8.5% |
| 3M | +0.5% | +1.0% | -0.5% | +0.1% |
| 6M | +5.3% | -6.6% | +11.9% | +5.7% |
| YTD | +38.6% | +63.3% | -24.7% | +26.1% |
| 1Y | +53.5% | +50.0% | +3.5% | +41.6% |
| 3Y | +74.2% | +120.1% | -45.8% | +49.4% |
| 5Y | +75.3% | +73.7% | +1.6% | +52.5% |
| 10Y | +156.3% | +212.7% | -56.5% | +100.3% |
| All | +2,335.3% | +5,239.3% | -2,904.0% | +1,271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling