+75.3%
FDX vs TRU
-25.5%
+100.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.8% |
| 7D | +0.2% | +4.9% | -4.7% | -1.1% |
| 30D | +9.3% | +26.9% | -17.6% | +1.8% |
| 3M | +0.5% | +4.0% | -3.5% | -1.1% |
| 6M | +5.3% | +15.8% | -10.5% | -0.3% |
| YTD | +38.6% | -2.6% | +41.2% | +36.7% |
| 1Y | +53.5% | +3.9% | +49.7% | +48.2% |
| 3Y | +74.2% | +59.2% | +15.0% | +41.4% |
| 5Y | +75.3% | -25.7% | +100.9% | +87.7% |
| All | +75.3% | -25.5% | +100.8% | +87.7% |
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