+175.5%
FDX vs ED
+104.2%
+71.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -1.4% | +1.1% | -2.5% | -1.6% |
| 3M | -4.5% | +4.6% | -9.2% | -5.4% |
| 6M | +9.4% | -2.0% | +11.4% | +9.7% |
| YTD | +36.0% | +11.7% | +24.3% | +32.9% |
| 1Y | +75.5% | +15.7% | +59.8% | +70.1% |
| 3Y | +62.8% | +34.4% | +28.4% | +50.5% |
| 5Y | +64.4% | +67.3% | -2.9% | +43.1% |
| 10Y | +175.5% | +104.0% | +71.4% | +131.2% |
| All | +175.5% | +104.2% | +71.3% | +131.2% |
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