+153.4%
FDX vs TRU
+174.2%
-20.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.5% | +4.6% | -4.1% | -1.1% |
| 30D | +9.5% | +25.4% | -15.9% | +0.9% |
| 3M | -1.3% | +4.0% | -5.3% | -3.3% |
| 6M | +5.5% | +14.5% | -8.9% | -1.0% |
| YTD | +38.9% | -3.7% | +42.6% | +36.6% |
| 1Y | +58.8% | +2.8% | +56.0% | +52.3% |
| 3Y | +71.1% | +58.5% | +12.6% | +32.5% |
| 5Y | +76.3% | -25.0% | +101.3% | +79.6% |
| 10Y | +153.4% | +186.0% | -32.6% | +73.9% |
| All | +153.4% | +174.2% | -20.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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