+4,087.3%
FDX vs ED
+2,217.3%
+1,870.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | -1.3% | +3.9% | -5.2% | -2.7% |
| 6M | +5.0% | -3.0% | +8.1% | +5.8% |
| YTD | +39.6% | +10.7% | +29.0% | +34.4% |
| 1Y | +81.1% | +13.3% | +67.8% | +72.5% |
| 3Y | +63.0% | +34.5% | +28.5% | +43.6% |
| 5Y | +65.6% | +67.1% | -1.5% | +32.9% |
| 10Y | +183.4% | +103.0% | +80.3% | +101.3% |
| All | +4,087.3% | +2,217.3% | +1,870.0% | +1,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling