+50.2%
FDX vs ED
+26.3%
+23.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.3% |
| 7D | -1.6% | +1.6% | -3.3% | -1.9% |
| 30D | +6.6% | +13.3% | -6.7% | +5.0% |
| 3M | -2.1% | +9.7% | -11.8% | -3.3% |
| 6M | +2.2% | +12.8% | -10.6% | +1.1% |
| YTD | +33.9% | +22.3% | +11.6% | +31.5% |
| 1Y | +50.2% | +26.3% | +23.9% | +46.4% |
| All | +50.2% | +26.3% | +23.9% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling