+155.7%
FDX vs ED
+141.1%
+14.7%
-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% | +1.1% | +1.0% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | +10.4% | +11.2% | -0.8% | +8.3% |
| 3M | +0.5% | +11.8% | -11.3% | -1.6% |
| 6M | +6.5% | +14.1% | -7.6% | +3.9% |
| YTD | +40.2% | +23.0% | +17.3% | +34.7% |
| 1Y | +52.1% | +23.7% | +28.4% | +45.9% |
| 3Y | +72.8% | +47.7% | +25.1% | +57.3% |
| 5Y | +76.3% | +82.6% | -6.3% | +51.6% |
| 10Y | +155.7% | +141.8% | +14.0% | +114.5% |
| All | +155.7% | +141.1% | +14.7% | +114.5% |
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