+66.1%
FDX vs RUN
-38.9%
+105.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | +3.8% | -15.3% | +19.1% | +4.6% |
| 3M | -1.3% | -40.0% | +38.7% | +1.3% |
| 6M | +5.0% | -27.0% | +32.0% | +6.3% |
| YTD | +39.6% | -51.7% | +91.3% | +43.5% |
| 1Y | +81.1% | -45.9% | +127.0% | +84.3% |
| All | +66.1% | -38.9% | +105.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling