+768.2%
FDX vs SPXU
-100.0%
+868.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +3.8% | +0.8% | +3.0% | +4.2% |
| 3M | -1.3% | -4.7% | +3.4% | -2.1% |
| 6M | +5.0% | -29.6% | +34.6% | -5.8% |
| YTD | +39.6% | -29.9% | +69.5% | +25.6% |
| 1Y | +81.1% | -39.1% | +120.2% | +55.9% |
| 3Y | +63.0% | -80.0% | +143.0% | +3.3% |
| 5Y | +65.6% | -86.0% | +151.7% | +8.4% |
| 10Y | +183.4% | -99.5% | +282.9% | -23.4% |
| All | +768.2% | -100.0% | +868.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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