+149.8%
FDX vs RUN
+66.4%
+83.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.0% | -0.4% |
| 7D | +0.8% | -13.7% | +14.5% | +2.2% |
| 30D | +9.9% | +9.4% | +0.5% | +8.4% |
| 3M | -1.9% | -13.4% | +11.5% | -1.0% |
| 6M | +6.1% | -39.6% | +45.7% | +10.5% |
| YTD | +38.8% | -53.7% | +92.5% | +46.0% |
| 1Y | +50.0% | -56.2% | +106.2% | +58.4% |
| 3Y | +71.0% | -9.7% | +80.8% | +44.5% |
| 5Y | +72.5% | -85.5% | +158.0% | +76.0% |
| All | +149.8% | +66.4% | +83.3% | +55.5% |
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