+178.8%
FDX vs RUN
+43.6%
+135.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.1% |
| 7D | -2.3% | -1.8% | -0.5% | -2.2% |
| 30D | -4.9% | -10.8% | +6.0% | -3.9% |
| 3M | -6.5% | -30.2% | +23.7% | -3.4% |
| 6M | +6.7% | -22.3% | +29.0% | +8.3% |
| YTD | +33.9% | -52.2% | +86.0% | +41.1% |
| 1Y | +72.2% | -45.1% | +117.3% | +77.3% |
| 3Y | +60.2% | -37.1% | +97.3% | +42.1% |
| 5Y | +62.9% | -80.3% | +143.2% | +57.9% |
| 10Y | +178.8% | +45.2% | +133.6% | +74.6% |
| All | +178.8% | +43.6% | +135.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling