+74.3%
FDX vs ED
+82.5%
-8.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -0.9% | -1.1% | -2.0% |
| 30D | +10.4% | +11.2% | -0.8% | +9.2% |
| 3M | +0.5% | +11.8% | -11.3% | -0.7% |
| 6M | +6.5% | +14.1% | -7.6% | +5.0% |
| YTD | +40.2% | +23.0% | +17.3% | +37.2% |
| 1Y | +52.1% | +23.7% | +28.4% | +48.7% |
| 3Y | +72.8% | +47.7% | +25.1% | +60.2% |
| All | +74.3% | +82.5% | -8.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling