+178.8%
FDX vs ED
+105.2%
+73.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -4.9% | +1.9% | -6.8% | -5.2% |
| 3M | -6.5% | +1.9% | -8.3% | -6.8% |
| 6M | +6.7% | -2.3% | +8.9% | +7.0% |
| YTD | +33.9% | +10.9% | +23.0% | +31.0% |
| 1Y | +72.2% | +14.5% | +57.7% | +67.3% |
| 3Y | +60.2% | +33.4% | +26.8% | +48.4% |
| 5Y | +62.9% | +67.3% | -4.3% | +41.9% |
| 10Y | +178.8% | +110.7% | +68.1% | +130.0% |
| All | +178.8% | +105.2% | +73.6% | +130.0% |
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