+177.0%
FDX vs TRU
+144.8%
+32.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -3.9% | -9.4% | +5.5% | -0.6% |
| 30D | -3.3% | -4.1% | +0.8% | -2.0% |
| 3M | -2.0% | +13.6% | -15.5% | -7.2% |
| 6M | +8.0% | +3.6% | +4.5% | +5.2% |
| YTD | +35.0% | -9.8% | +44.8% | +36.5% |
| 1Y | +73.7% | -13.6% | +87.3% | +77.3% |
| 3Y | +61.6% | -2.0% | +63.5% | +49.6% |
| 5Y | +65.4% | -35.8% | +101.2% | +79.7% |
| All | +177.0% | +144.8% | +32.2% | +97.8% |
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