+149.8%
FDX vs ED
+143.7%
+6.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +9.9% | +10.7% | -0.8% | +7.9% |
| 3M | -1.9% | +11.6% | -13.5% | -3.9% |
| 6M | +6.1% | +13.5% | -7.4% | +3.6% |
| YTD | +38.8% | +23.1% | +15.7% | +33.3% |
| 1Y | +50.0% | +23.1% | +26.9% | +44.0% |
| 3Y | +71.0% | +47.9% | +23.1% | +55.7% |
| 5Y | +72.5% | +83.9% | -11.4% | +48.1% |
| All | +149.8% | +143.7% | +6.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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