+58.5%
FDX vs RUN
-46.9%
+105.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.7% |
| 7D | +0.2% | +18.1% | -17.9% | -1.4% |
| 30D | +9.3% | +27.5% | -18.2% | +6.7% |
| 3M | +0.5% | -4.5% | +5.0% | +0.5% |
| 6M | +5.3% | -33.3% | +38.7% | +8.4% |
| YTD | +38.6% | -47.1% | +85.7% | +40.9% |
| All | +58.5% | -46.9% | +105.4% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling