+2,353.8%
FDX vs DVA
+5,194.7%
-2,840.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | -2.5% | +1.8% | -4.4% | -2.8% |
| 30D | +3.8% | -2.5% | +6.3% | +4.2% |
| 3M | -1.3% | -4.3% | +3.0% | -1.0% |
| 6M | +5.0% | +18.9% | -13.8% | +1.2% |
| YTD | +39.6% | +61.9% | -22.3% | +27.5% |
| 1Y | +81.1% | +35.7% | +45.4% | +70.0% |
| 3Y | +63.0% | +78.6% | -15.6% | +44.2% |
| 5Y | +65.6% | +39.2% | +26.4% | +49.3% |
| 10Y | +183.4% | +184.0% | -0.7% | +124.7% |
| All | +2,353.8% | +5,194.7% | -2,840.9% | +1,287.0% |
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