+64.4%
FDX vs TRU
-35.2%
+99.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.8% |
| 7D | -3.3% | -7.2% | +3.9% | -1.3% |
| 30D | -1.4% | -2.8% | +1.4% | -0.7% |
| 3M | -4.5% | +13.0% | -17.5% | -8.5% |
| 6M | +9.4% | +0.7% | +8.7% | +8.0% |
| YTD | +36.0% | -9.0% | +45.0% | +37.3% |
| 1Y | +75.5% | -16.3% | +91.8% | +81.0% |
| 3Y | +62.8% | -1.1% | +63.9% | +55.2% |
| 5Y | +64.4% | -36.0% | +100.4% | +68.6% |
| All | +64.4% | -35.2% | +99.6% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling