+74.1%
FDX vs ED
+50.2%
+23.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.5% |
| 7D | +5.2% | +2.1% | +3.1% | +5.1% |
| 30D | +11.3% | +10.4% | +0.9% | +11.2% |
| 3M | -4.1% | +12.5% | -16.7% | -4.2% |
| 6M | +9.6% | +14.9% | -5.3% | +9.7% |
| YTD | +40.9% | +24.8% | +16.1% | +41.4% |
| 1Y | +53.0% | +23.8% | +29.2% | +53.5% |
| 3Y | +74.1% | +51.6% | +22.4% | +59.4% |
| All | +74.1% | +50.2% | +23.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling