+3,916.3%
FDX vs ED
+2,460.7%
+1,455.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -1.9% |
| 7D | -1.6% | +1.6% | -3.3% | -2.2% |
| 30D | +6.6% | +13.3% | -6.7% | +2.2% |
| 3M | -2.1% | +9.7% | -11.8% | -5.1% |
| 6M | +2.2% | +12.8% | -10.6% | -2.1% |
| YTD | +33.9% | +22.3% | +11.6% | +24.7% |
| 1Y | +50.2% | +26.3% | +23.9% | +38.2% |
| 3Y | +65.5% | +45.0% | +20.5% | +42.4% |
| 5Y | +74.1% | +80.2% | -6.1% | +36.6% |
| 10Y | +156.7% | +129.9% | +26.8% | +74.7% |
| All | +3,916.3% | +2,460.7% | +1,455.6% | +966.9% |
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